+343.0%
P vs REPL
+36.1%
+306.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -6.4% | +10.9% | +4.9% |
| 7D | -4.7% | +5.3% | -10.0% | -5.0% |
| 30D | -31.4% | +66.6% | -98.1% | -33.9% |
| 3M | -2.6% | +59.6% | -62.2% | -6.0% |
| 6M | +21.9% | +482.4% | -460.4% | +2.9% |
| YTD | +58.9% | +124.1% | -65.1% | +37.0% |
| 1Y | +21.7% | +138.6% | -116.8% | +4.3% |
| 3Y | +193.3% | +96.0% | +97.3% | +100.5% |
| 5Y | +275.1% | -35.4% | +310.5% | +192.9% |
| All | +343.0% | +36.1% | +306.9% | +142.4% |
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