-64.8%
Z vs REPL
-54.3%
-10.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -2.1% |
| 7D | -3.0% | -3.0% | 0.0% | -2.9% |
| 30D | -4.2% | +27.1% | -31.3% | -5.0% |
| 3M | -3.7% | +52.4% | -56.1% | -6.4% |
| 6M | -24.5% | +107.4% | -132.0% | -30.4% |
| YTD | -49.3% | +54.7% | -104.0% | -52.5% |
| 1Y | -58.7% | +158.9% | -217.5% | -63.5% |
| 3Y | -34.1% | -23.7% | -10.4% | -42.7% |
| All | -64.8% | -54.3% | -10.5% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling