+46.8%
REPL vs ALLY
+78.3%
-31.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.0% | +2.6% |
| 7D | +14.2% | -0.2% | +14.4% | +14.2% |
| 30D | +65.9% | +3.4% | +62.4% | +63.9% |
| 3M | +84.6% | -11.1% | +95.6% | +92.6% |
| 6M | +446.9% | -11.5% | +458.4% | +468.1% |
| YTD | +129.0% | -12.3% | +141.3% | +134.1% |
| 1Y | +167.9% | +1.1% | +166.8% | +158.2% |
| 3Y | +93.9% | +64.8% | +29.1% | +48.5% |
| 5Y | -33.0% | -6.9% | -26.1% | -37.8% |
| All | +46.8% | +78.3% | -31.5% | -11.6% |
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