+358.0%
P vs REPL
+37.4%
+320.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +3.3% |
| 7D | +17.8% | +9.8% | +8.0% | +17.1% |
| 30D | -29.9% | +81.5% | -111.4% | -32.8% |
| 3M | -1.2% | +44.2% | -45.4% | -4.0% |
| 6M | +32.1% | +437.4% | -405.3% | +12.2% |
| YTD | +64.3% | +126.1% | -61.8% | +41.6% |
| 1Y | +24.3% | +143.1% | -118.9% | +6.3% |
| 3Y | +203.2% | +97.8% | +105.4% | +107.1% |
| 5Y | +290.4% | -34.3% | +324.7% | +204.2% |
| All | +358.0% | +37.4% | +320.6% | +150.5% |
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