+65.5%
O vs REPL
-9.7%
+75.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.4% |
| 7D | -2.3% | -9.6% | +7.3% | -2.0% |
| 30D | -2.4% | +5.7% | -8.2% | -2.6% |
| 3M | -0.6% | +56.4% | -57.0% | -2.8% |
| 6M | -5.0% | +67.4% | -72.4% | -9.7% |
| YTD | +10.4% | +48.7% | -38.3% | +5.1% |
| 1Y | +6.6% | +148.3% | -141.7% | -2.3% |
| 3Y | +28.4% | -26.7% | +55.1% | +14.8% |
| 5Y | +15.3% | -54.1% | +69.4% | +4.3% |
| All | +65.5% | -9.7% | +75.2% | +21.6% |
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