+187.5%
ON vs REPL
+39.1%
+148.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.0% | +6.2% | +9.0% |
| 7D | -1.4% | +14.2% | -15.6% | -2.3% |
| 30D | -10.9% | +65.9% | -76.7% | -14.2% |
| 3M | -14.9% | +84.6% | -99.4% | -18.8% |
| 6M | -33.0% | +446.9% | -480.0% | -44.8% |
| YTD | +27.6% | +129.0% | -101.4% | +6.8% |
| 1Y | +44.5% | +167.9% | -123.4% | +19.0% |
| 3Y | +7.4% | +93.9% | -86.5% | -31.1% |
| 5Y | +18.7% | -33.0% | +51.7% | -11.6% |
| All | +187.5% | +39.1% | +148.4% | +56.8% |
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