+63.5%
O vs REPL
+36.8%
+26.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -0.4% | +1.2% | -1.6% | -0.4% |
| 30D | +7.1% | +92.2% | -85.1% | +5.4% |
| 3M | -5.2% | +44.1% | -49.3% | -6.2% |
| 6M | -1.8% | +313.0% | -314.8% | -7.2% |
| YTD | +9.1% | +125.2% | -116.1% | +2.7% |
| 1Y | +9.7% | +143.8% | -134.1% | +3.0% |
| 3Y | +39.1% | +104.2% | -65.1% | +17.2% |
| 5Y | +8.4% | -34.5% | +42.9% | -2.5% |
| All | +63.5% | +36.8% | +26.7% | +18.8% |
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