-10.4%
DOW vs REPL
+14.1%
-24.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.5% |
| 7D | -2.9% | -5.7% | +2.8% | -2.8% |
| 30D | +2.0% | +22.5% | -20.5% | +1.3% |
| 3M | -12.5% | +64.7% | -77.2% | -15.0% |
| 6M | -9.2% | +83.0% | -92.2% | -14.5% |
| YTD | +30.8% | +52.0% | -21.2% | +23.9% |
| 1Y | +29.4% | +144.5% | -115.1% | +16.8% |
| 3Y | -34.6% | -25.1% | -9.5% | -43.0% |
| 5Y | -35.9% | -52.9% | +16.9% | -43.0% |
| All | -10.4% | +14.1% | -24.6% | -42.0% |
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