+65.5%
O vs REPL
+45.5%
+20.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | 0.0% |
| 7D | +3.5% | +12.7% | -9.2% | +3.2% |
| 30D | +10.4% | +73.5% | -63.1% | +8.9% |
| 3M | -2.4% | +70.3% | -72.7% | -3.8% |
| 6M | -1.2% | +472.0% | -473.2% | -7.7% |
| YTD | +10.4% | +139.5% | -129.1% | +3.9% |
| 1Y | +11.4% | +167.3% | -155.8% | +4.4% |
| 3Y | +40.4% | +109.5% | -69.1% | +18.4% |
| 5Y | +12.1% | -29.9% | +42.1% | +0.8% |
| All | +65.5% | +45.5% | +20.0% | +20.1% |
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