-45.3%
Z vs REPL
+29.3%
-74.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.2% | +9.2% | +9.4% |
| 7D | +10.2% | +28.8% | -18.7% | +8.7% |
| 30D | +23.7% | +57.3% | -33.7% | +20.5% |
| 3M | -6.6% | +73.6% | -80.1% | -9.6% |
| 6M | -23.0% | +582.8% | -605.8% | -35.2% |
| YTD | -50.3% | +112.9% | -163.2% | -56.5% |
| 1Y | -53.6% | +130.7% | -184.2% | -59.7% |
| 3Y | -10.1% | +45.7% | -55.8% | -35.9% |
| 5Y | -49.8% | -37.9% | -11.8% | -60.8% |
| All | -45.3% | +29.3% | -74.6% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling