+130.2%
LOW vs REPL
-9.7%
+139.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.0% |
| 7D | -0.6% | -9.6% | +9.0% | -0.4% |
| 30D | -9.3% | +5.7% | -15.0% | -9.4% |
| 3M | -8.1% | +56.4% | -64.5% | -10.2% |
| 6M | -19.8% | +67.4% | -87.2% | -24.1% |
| YTD | -16.4% | +48.7% | -65.0% | -20.7% |
| 1Y | -24.7% | +148.3% | -172.9% | -31.7% |
| 3Y | -8.8% | -26.7% | +17.9% | -20.3% |
| 5Y | +7.8% | -54.1% | +61.9% | -4.1% |
| All | +130.2% | -9.7% | +139.9% | +66.7% |
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