+163.4%
NOW vs REPL
+37.4%
+126.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -3.0% | -2.1% |
| 7D | -1.7% | +9.8% | -11.5% | -2.2% |
| 30D | -27.4% | +81.5% | -108.9% | -29.9% |
| 3M | -19.4% | +44.2% | -63.7% | -21.4% |
| 6M | +13.1% | +437.4% | -424.3% | -2.5% |
| YTD | -34.3% | +126.1% | -160.4% | -42.5% |
| 1Y | -41.8% | +143.1% | -184.9% | -49.4% |
| 3Y | -20.7% | +97.8% | -118.5% | -44.9% |
| 5Y | -27.2% | -34.3% | +7.1% | -41.9% |
| All | +163.4% | +37.4% | +126.0% | +55.9% |
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