+166.5%
ADP vs REPL
+45.5%
+121.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.5% | +1.0% |
| 7D | +3.2% | +12.7% | -9.6% | +2.9% |
| 30D | +12.8% | +73.5% | -60.7% | +11.0% |
| 3M | +12.3% | +70.3% | -58.0% | +10.5% |
| 6M | +45.4% | +472.0% | -426.6% | +34.7% |
| YTD | +21.4% | +139.5% | -118.1% | +13.7% |
| 1Y | +23.7% | +167.3% | -143.6% | +15.2% |
| 3Y | +43.6% | +109.5% | -65.9% | +18.1% |
| 5Y | +48.7% | -29.9% | +78.6% | +31.8% |
| All | +166.5% | +45.5% | +121.0% | +91.0% |
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