+53.6%
REPL vs ALLY
+74.3%
-20.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.8% | +5.4% |
| 7D | +12.7% | -0.7% | +13.4% | +12.9% |
| 30D | +73.5% | +1.1% | +72.3% | +72.7% |
| 3M | +70.3% | -13.2% | +83.5% | +79.2% |
| 6M | +472.0% | -13.5% | +485.5% | +498.8% |
| YTD | +139.5% | -14.3% | +153.8% | +146.8% |
| 1Y | +167.3% | -1.1% | +168.4% | +159.7% |
| 3Y | +109.5% | +62.0% | +47.5% | +61.4% |
| 5Y | -29.9% | -9.6% | -20.3% | -34.3% |
| All | +53.6% | +74.3% | -20.8% | -6.9% |
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