+195.7%
ON vs REPL
-7.7%
+203.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -4.3% |
| 7D | -2.2% | -5.7% | +3.6% | -1.8% |
| 30D | -12.4% | +22.5% | -34.9% | -13.8% |
| 3M | -41.2% | +64.7% | -105.9% | -45.2% |
| 6M | +25.0% | +83.0% | -58.0% | +6.8% |
| YTD | +31.3% | +52.0% | -20.7% | +13.4% |
| 1Y | +45.4% | +144.5% | -99.1% | +13.7% |
| 3Y | -27.4% | -25.1% | -2.3% | -47.0% |
| 5Y | +58.5% | -52.9% | +111.4% | +20.4% |
| All | +195.7% | -7.7% | +203.4% | +66.5% |
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