+44.4%
REPL vs ALK
-37.0%
+81.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | +1.2% | -1.2% | +2.4% | +1.6% |
| 30D | +92.2% | +7.7% | +84.5% | +87.2% |
| 3M | +44.1% | -19.0% | +63.1% | +53.9% |
| 6M | +313.0% | -0.2% | +313.2% | +299.6% |
| YTD | +125.2% | -23.5% | +148.7% | +132.2% |
| 1Y | +143.8% | -9.1% | +152.9% | +134.5% |
| 3Y | +104.2% | +12.0% | +92.2% | +60.8% |
| 5Y | -34.5% | -30.9% | -3.7% | -37.7% |
| All | +44.4% | -37.0% | +81.4% | +37.5% |
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