-9.9%
M vs REPL
+36.8%
-46.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +7.0% | +1.2% | +5.8% | +6.9% |
| 30D | +8.9% | +92.2% | -83.3% | +5.2% |
| 3M | +4.5% | +44.1% | -39.6% | +2.3% |
| 6M | +36.2% | +313.0% | -276.8% | +20.5% |
| YTD | +15.1% | +125.2% | -110.1% | +1.2% |
| 1Y | +27.4% | +143.8% | -116.3% | +11.2% |
| 3Y | +160.1% | +104.2% | +55.9% | +81.0% |
| 5Y | -1.6% | -34.5% | +33.0% | -22.1% |
| All | -9.9% | +36.8% | -46.7% | -48.1% |
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