+222.4%
IR vs REPL
+35.1%
+187.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.0% | -6.6% | +1.2% |
| 7D | +3.7% | +22.8% | -19.1% | +3.1% |
| 30D | +7.4% | +63.8% | -56.3% | +6.0% |
| 3M | -5.9% | +68.1% | -74.0% | -7.4% |
| 6M | +5.6% | +528.5% | -522.9% | -2.6% |
| YTD | +4.8% | +122.4% | -117.6% | -1.7% |
| 1Y | +6.9% | +154.4% | -147.4% | -0.4% |
| 3Y | +27.6% | +68.0% | -40.4% | +5.4% |
| 5Y | +45.8% | -35.4% | +81.2% | +29.3% |
| All | +222.4% | +35.1% | +187.3% | +132.0% |
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