-6.2%
DOW vs REPL
+72.0%
-78.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.5% |
| 7D | -9.4% | +14.2% | -23.6% | -9.8% |
| 30D | +8.9% | +65.9% | -56.9% | +7.2% |
| 3M | +6.7% | +84.6% | -77.8% | +4.6% |
| 6M | -14.2% | +446.9% | -461.1% | -20.7% |
| YTD | +36.9% | +129.0% | -92.1% | +28.0% |
| 1Y | +45.8% | +167.9% | -122.1% | +35.1% |
| 3Y | -23.9% | +93.9% | -117.8% | -38.7% |
| 5Y | -30.8% | -33.0% | +2.2% | -38.6% |
| All | -6.2% | +72.0% | -78.2% | -40.0% |
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