+361.2%
COST vs REPL
-19.2%
+380.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.3% |
| 7D | -1.2% | -14.1% | +12.9% | -0.9% |
| 30D | -4.7% | -15.2% | +10.5% | -4.5% |
| 3M | -7.1% | +49.9% | -57.0% | -8.6% |
| 6M | -8.5% | +63.5% | -72.1% | -12.1% |
| YTD | +5.4% | +32.9% | -27.5% | +1.8% |
| 1Y | -5.6% | +115.0% | -120.6% | -11.5% |
| 3Y | +68.5% | -34.7% | +103.2% | +55.4% |
| 5Y | +105.2% | -59.7% | +164.9% | +90.6% |
| All | +361.2% | -19.2% | +380.5% | +262.7% |
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