+44.4%
REPL vs ARWR
+193.3%
-148.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | +1.2% | -17.8% | +19.1% | +6.8% |
| 30D | +92.2% | -18.1% | +110.3% | +103.3% |
| 3M | +44.1% | -44.2% | +88.3% | +70.5% |
| 6M | +313.0% | -38.6% | +351.7% | +364.8% |
| YTD | +125.2% | -28.0% | +153.2% | +140.2% |
| 1Y | +143.8% | +16.1% | +127.6% | +119.0% |
| 3Y | +104.2% | +84.0% | +20.2% | +43.0% |
| 5Y | -34.5% | -35.4% | +0.8% | -42.1% |
| All | +44.4% | +193.3% | -148.9% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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