+349.2%
P vs REPL
+36.8%
+312.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | +11.6% | +1.2% | +10.4% | +11.5% |
| 30D | -23.7% | +92.2% | -115.9% | -27.1% |
| 3M | -8.0% | +44.1% | -52.1% | -10.6% |
| 6M | +27.9% | +313.0% | -285.1% | +10.8% |
| YTD | +61.2% | +125.2% | -64.1% | +38.9% |
| 1Y | +28.6% | +143.8% | -115.1% | +10.0% |
| 3Y | +200.5% | +104.2% | +96.3% | +104.1% |
| 5Y | +282.9% | -34.5% | +317.5% | +198.4% |
| All | +349.2% | +36.8% | +312.4% | +145.8% |
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