+166.8%
NOW vs REPL
+35.1%
+131.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.8% |
| 7D | -3.0% | +22.8% | -25.8% | -4.0% |
| 30D | -26.0% | +63.8% | -89.8% | -28.2% |
| 3M | -13.1% | +68.1% | -81.2% | -16.0% |
| 6M | +14.5% | +528.5% | -514.0% | -2.5% |
| YTD | -33.4% | +122.4% | -155.9% | -41.7% |
| 1Y | -40.6% | +154.4% | -195.0% | -48.6% |
| 3Y | -16.3% | +68.0% | -84.3% | -40.4% |
| 5Y | -26.3% | -35.4% | +9.0% | -41.2% |
| All | +166.8% | +35.1% | +131.7% | +58.1% |
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