+42.6%
REPL vs ALLY
+76.7%
-34.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.7% | +9.7% | +8.6% |
| 7D | +22.8% | +0.9% | +21.8% | +22.3% |
| 30D | +63.8% | +3.1% | +60.7% | +62.0% |
| 3M | +68.1% | -12.6% | +80.7% | +76.6% |
| 6M | +528.5% | -12.4% | +540.9% | +555.9% |
| YTD | +122.4% | -13.2% | +135.6% | +128.2% |
| 1Y | +154.4% | +1.8% | +152.5% | +144.4% |
| 3Y | +68.0% | +58.0% | +10.0% | +30.9% |
| 5Y | -35.4% | -8.4% | -26.9% | -39.7% |
| All | +42.6% | +76.7% | -34.1% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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