+65.4%
O vs REPL
+39.1%
+26.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.7% |
| 7D | +3.3% | +14.2% | -10.9% | +3.0% |
| 30D | +10.3% | +65.9% | -55.5% | +8.9% |
| 3M | -3.5% | +84.6% | -88.0% | -5.0% |
| 6M | -1.3% | +446.9% | -448.2% | -7.7% |
| YTD | +10.3% | +129.0% | -118.7% | +3.9% |
| 1Y | +10.4% | +167.9% | -157.5% | +3.3% |
| 3Y | +40.0% | +93.9% | -53.9% | +18.5% |
| 5Y | +12.4% | -33.0% | +45.3% | +1.1% |
| All | +65.4% | +39.1% | +26.3% | +20.2% |
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