+43.7%
REPL vs ARWR
+203.0%
-159.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.7% | -7.2% | -6.7% |
| 7D | +5.3% | -19.9% | +25.2% | +12.0% |
| 30D | +66.6% | -18.7% | +85.4% | +76.9% |
| 3M | +59.6% | -44.7% | +104.2% | +89.3% |
| 6M | +482.4% | -36.5% | +518.9% | +548.4% |
| YTD | +124.1% | -25.7% | +149.7% | +136.8% |
| 1Y | +138.6% | +18.9% | +119.6% | +112.9% |
| 3Y | +96.0% | +83.1% | +13.0% | +37.6% |
| 5Y | -35.4% | -34.9% | -0.5% | -43.1% |
| All | +43.7% | +203.0% | -159.3% | -20.1% |
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