-9.4%
M vs REPL
+36.1%
-45.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.5% | -0.6% |
| 7D | -3.3% | +5.3% | -8.6% | -3.6% |
| 30D | +8.1% | +66.6% | -58.6% | +5.1% |
| 3M | +2.2% | +59.6% | -57.3% | -0.5% |
| 6M | +35.1% | +482.4% | -447.2% | +16.4% |
| YTD | +15.8% | +124.1% | -108.2% | +1.8% |
| 1Y | +25.8% | +138.6% | -112.7% | +10.0% |
| 3Y | +156.2% | +96.0% | +60.2% | +79.4% |
| 5Y | -2.4% | -35.4% | +33.0% | -22.6% |
| All | -9.4% | +36.1% | -45.5% | -47.8% |
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