-9.0%
M vs REPL
+39.1%
-48.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.0% | +5.1% | +8.0% |
| 7D | +2.5% | +14.2% | -11.7% | +1.8% |
| 30D | +10.1% | +65.9% | -55.8% | +7.1% |
| 3M | -0.9% | +84.6% | -85.5% | -4.3% |
| 6M | +30.2% | +446.9% | -416.8% | +12.6% |
| YTD | +16.3% | +129.0% | -112.7% | +2.2% |
| 1Y | +27.0% | +167.9% | -140.9% | +10.0% |
| 3Y | +154.5% | +93.9% | +60.6% | +78.9% |
| 5Y | -1.1% | -33.0% | +31.9% | -21.8% |
| All | -9.0% | +39.1% | -48.1% | -47.7% |
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