+46.8%
REPL vs ALK
-31.8%
+78.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.1% | -4.1% | +0.6% |
| 7D | +14.2% | +8.9% | +5.3% | +10.7% |
| 30D | +65.9% | +5.9% | +59.9% | +62.6% |
| 3M | +84.6% | -16.5% | +101.1% | +94.5% |
| 6M | +446.9% | +2.1% | +444.8% | +426.2% |
| YTD | +129.0% | -17.1% | +146.1% | +130.0% |
| 1Y | +167.9% | -2.9% | +170.7% | +152.1% |
| 3Y | +93.9% | +24.5% | +69.4% | +46.9% |
| 5Y | -33.0% | -29.1% | -3.9% | -36.3% |
| All | +46.8% | -31.8% | +78.6% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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