+302.5%
P vs REPL
+35.1%
+267.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.0% | -4.4% | +3.0% |
| 7D | -23.8% | +22.8% | -46.6% | -24.9% |
| 30D | -36.6% | +63.8% | -100.4% | -38.8% |
| 3M | +10.9% | +68.1% | -57.2% | +6.6% |
| 6M | +30.0% | +528.5% | -498.5% | +8.9% |
| YTD | +44.4% | +122.4% | -78.0% | +24.6% |
| 1Y | +3.9% | +154.4% | -150.4% | -11.4% |
| 3Y | +176.6% | +68.0% | +108.6% | +93.4% |
| 5Y | +249.3% | -35.4% | +284.6% | +172.5% |
| All | +302.5% | +35.1% | +267.3% | +120.4% |
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