-54.1%
Z vs REPL
-40.1%
-14.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -3.2% | -7.4% | -10.5% |
| 7D | -2.3% | +15.1% | -17.4% | -2.7% |
| 30D | +9.4% | +51.1% | -41.7% | +7.8% |
| 3M | -16.1% | +69.2% | -85.3% | -17.7% |
| 6M | -30.4% | +597.6% | -628.0% | -37.6% |
| YTD | -55.6% | +106.0% | -161.6% | -58.9% |
| 1Y | -58.5% | +133.3% | -191.9% | -61.9% |
| 3Y | -19.6% | +41.0% | -60.6% | -37.1% |
| 5Y | -54.1% | -40.1% | -14.0% | -67.2% |
| All | -54.1% | -40.1% | -14.1% | -67.2% |
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