-35.7%
AUR vs REPL
-64.0%
+28.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.8% |
| 7D | +1.4% | -14.1% | +15.5% | +2.9% |
| 30D | -6.4% | -15.2% | +8.8% | -5.1% |
| 3M | +7.7% | +49.9% | -42.2% | -1.7% |
| 6M | +44.5% | +63.5% | -19.0% | +17.6% |
| YTD | +67.4% | +32.9% | +34.5% | +39.2% |
| 1Y | +15.4% | +115.0% | -99.5% | -14.9% |
| 3Y | +94.8% | -34.7% | +129.6% | +35.0% |
| 5Y | -35.1% | -59.7% | +24.5% | -54.1% |
| All | -35.7% | -64.0% | +28.3% | -54.4% |
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