-2.1%
BROS vs REPL
-29.8%
+27.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.9% | +6.5% |
| 7D | +6.3% | +1.2% | +5.1% | +6.2% |
| 30D | -8.3% | +92.2% | -100.5% | -11.2% |
| 3M | -29.8% | +44.1% | -73.9% | -31.2% |
| 6M | -25.8% | +313.0% | -338.8% | -33.8% |
| YTD | -41.4% | +125.2% | -166.6% | -47.9% |
| 1Y | -35.2% | +143.8% | -178.9% | -42.8% |
| 3Y | +32.8% | +104.2% | -71.4% | -8.4% |
| 5Y | -42.2% | -34.5% | -7.6% | -48.4% |
| All | -2.1% | -29.8% | +27.7% | -12.7% |
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