+190.9%
A vs REPL
+35.1%
+155.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.0% | -6.3% | +1.5% |
| 7D | -0.1% | +22.8% | -22.8% | -0.8% |
| 30D | +3.4% | +63.8% | -60.4% | +1.5% |
| 3M | +23.8% | +68.1% | -44.3% | +21.3% |
| 6M | +49.0% | +528.5% | -479.5% | +34.5% |
| YTD | +29.4% | +122.4% | -93.0% | +19.2% |
| 1Y | +19.4% | +154.4% | -135.0% | +9.1% |
| 3Y | +66.2% | +68.0% | -1.8% | +32.3% |
| 5Y | +15.8% | -35.4% | +51.2% | -0.8% |
| All | +190.9% | +35.1% | +155.8% | +98.7% |
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 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