-34.0%
Z vs REPL
-22.6%
-11.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -2.1% |
| 7D | -3.0% | -3.0% | 0.0% | -3.0% |
| 30D | -4.2% | +27.1% | -31.3% | -4.3% |
| 3M | -3.7% | +52.4% | -56.1% | -4.2% |
| 6M | -24.5% | +107.4% | -132.0% | -25.9% |
| YTD | -49.3% | +54.7% | -104.0% | -50.0% |
| 1Y | -58.7% | +158.9% | -217.5% | -60.0% |
| All | -34.0% | -22.6% | -11.3% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling