+84.7%
AR vs REPL
-7.7%
+92.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | -1.8% | -5.7% | +3.9% | -1.5% |
| 30D | +12.6% | +22.5% | -9.9% | +11.3% |
| 3M | +10.0% | +64.7% | -54.6% | +4.5% |
| 6M | +0.6% | +83.0% | -82.4% | -10.0% |
| YTD | +13.4% | +52.0% | -38.5% | +2.4% |
| 1Y | +21.7% | +144.5% | -122.8% | +2.7% |
| 3Y | +45.8% | -25.1% | +70.9% | +17.3% |
| 5Y | +144.3% | -52.9% | +197.1% | +100.8% |
| All | +84.7% | -7.7% | +92.4% | +18.6% |
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