+43.7%
REPL vs ALLY
+77.1%
-33.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.6% | -8.0% | -7.0% |
| 7D | +5.3% | -2.8% | +8.0% | +6.2% |
| 30D | +66.6% | +1.9% | +64.8% | +65.4% |
| 3M | +59.6% | -12.1% | +71.7% | +67.1% |
| 6M | +482.4% | -9.0% | +491.4% | +497.5% |
| YTD | +124.1% | -12.9% | +137.0% | +129.4% |
| 1Y | +138.6% | -0.1% | +138.6% | +130.8% |
| 3Y | +96.0% | +64.6% | +31.5% | +50.1% |
| 5Y | -35.4% | -10.1% | -25.3% | -39.2% |
| All | +43.7% | +77.1% | -33.5% | -13.4% |
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