+133.7%
C vs REPL
+45.5%
+88.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.3% | 0.0% |
| 7D | -0.4% | +12.7% | -13.1% | -0.9% |
| 30D | -5.2% | +73.5% | -78.6% | -7.7% |
| 3M | -9.1% | +70.3% | -79.4% | -11.5% |
| 6M | -1.6% | +472.0% | -473.6% | -13.2% |
| YTD | +6.9% | +139.5% | -132.6% | -4.5% |
| 1Y | +23.0% | +167.3% | -144.3% | +8.9% |
| 3Y | +216.1% | +109.5% | +106.6% | +135.8% |
| 5Y | +112.2% | -29.9% | +142.2% | +74.8% |
| All | +133.7% | +45.5% | +88.2% | +46.4% |
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