+140.8%
INTC vs REPL
-9.7%
+150.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +1.8% |
| 7D | +18.0% | -9.6% | +27.6% | +18.3% |
| 30D | +8.9% | +5.7% | +3.2% | +8.7% |
| 3M | -1.6% | +56.4% | -57.9% | -4.1% |
| 6M | +133.1% | +67.4% | +65.6% | +120.6% |
| YTD | +187.9% | +48.7% | +139.3% | +173.4% |
| 1Y | +334.7% | +148.3% | +186.4% | +290.8% |
| 3Y | +184.2% | -26.7% | +210.9% | +146.2% |
| 5Y | +116.0% | -54.1% | +170.1% | +90.5% |
| All | +140.8% | -9.7% | +150.4% | +66.9% |
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