+282.1%
B vs REPL
+36.1%
+246.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.4% | +4.9% | -1.5% |
| 7D | -2.7% | +5.3% | -7.9% | -2.8% |
| 30D | -4.3% | +66.6% | -71.0% | -5.5% |
| 3M | -2.3% | +59.6% | -61.9% | -3.4% |
| 6M | -16.2% | +482.4% | -498.6% | -21.2% |
| YTD | -8.8% | +124.1% | -132.9% | -13.7% |
| 1Y | +11.4% | +138.6% | -127.2% | +5.2% |
| 3Y | +174.3% | +96.0% | +78.2% | +142.4% |
| 5Y | +116.2% | -35.4% | +151.6% | +97.6% |
| All | +282.1% | +36.1% | +246.0% | +206.4% |
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