+55.2%
DD vs REPL
+39.1%
+16.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.0% | +2.9% | +5.8% |
| 7D | +9.8% | +14.2% | -4.4% | +9.2% |
| 30D | +19.3% | +65.9% | -46.5% | +16.9% |
| 3M | +9.4% | +84.6% | -75.2% | +6.5% |
| 6M | +4.8% | +446.9% | -442.1% | -5.8% |
| YTD | +30.2% | +129.0% | -98.8% | +18.4% |
| 1Y | +32.2% | +167.9% | -135.7% | +19.1% |
| 3Y | +93.1% | +93.9% | -0.8% | +49.3% |
| 5Y | +68.0% | -33.0% | +101.0% | +42.5% |
| All | +55.2% | +39.1% | +16.0% | +5.3% |
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