+144.1%
A vs REPL
-7.7%
+151.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.6% |
| 7D | -2.1% | -5.7% | +3.7% | -1.9% |
| 30D | +0.6% | +22.5% | -21.9% | -0.2% |
| 3M | +10.9% | +64.7% | -53.8% | +7.2% |
| 6M | +28.2% | +83.0% | -54.9% | +18.9% |
| YTD | +8.6% | +52.0% | -43.4% | +1.5% |
| 1Y | +15.5% | +144.5% | -129.0% | +2.3% |
| 3Y | +31.8% | -25.1% | +56.9% | +11.9% |
| 5Y | -14.9% | -52.9% | +38.0% | -26.6% |
| All | +144.1% | -7.7% | +151.8% | +69.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling