+14.8%
PL vs REPL
-37.0%
+51.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.2% | -6.9% | -9.9% |
| 7D | -20.5% | +15.1% | -35.7% | -21.5% |
| 30D | -38.8% | +51.1% | -89.9% | -40.9% |
| 3M | -49.1% | +69.2% | -118.4% | -51.5% |
| 6M | -69.4% | +597.6% | -666.9% | -76.2% |
| YTD | -42.3% | +106.0% | -148.3% | -52.2% |
| 1Y | -14.2% | +133.3% | -147.5% | -29.8% |
| 3Y | +398.7% | +41.0% | +357.7% | +223.6% |
| 5Y | +11.1% | -40.1% | +51.3% | -26.3% |
| All | +14.8% | -37.0% | +51.9% | -23.8% |
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