+238.6%
NDAQ vs REPL
-7.7%
+246.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.8% |
| 7D | -2.6% | -5.7% | +3.2% | -2.4% |
| 30D | +0.5% | +22.5% | -22.0% | -0.2% |
| 3M | +9.9% | +64.7% | -54.7% | +6.5% |
| 6M | +8.2% | +83.0% | -74.8% | +0.8% |
| YTD | -1.5% | +52.0% | -53.4% | -7.6% |
| 1Y | +1.3% | +144.5% | -143.2% | -9.5% |
| 3Y | +92.6% | -25.1% | +117.6% | +66.5% |
| 5Y | +53.8% | -52.9% | +106.7% | +34.7% |
| All | +238.6% | -7.7% | +246.2% | +146.4% |
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