+46.8%
REPL vs ARWR
+202.3%
-155.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -15.3% | +18.3% | +7.7% |
| 7D | +14.2% | -17.3% | +31.6% | +20.3% |
| 30D | +65.9% | -21.5% | +87.4% | +78.0% |
| 3M | +84.6% | -43.8% | +128.4% | +118.0% |
| 6M | +446.9% | -32.3% | +479.2% | +494.7% |
| YTD | +129.0% | -25.8% | +154.8% | +142.2% |
| 1Y | +167.9% | +25.5% | +142.4% | +135.1% |
| 3Y | +93.9% | +84.1% | +9.8% | +35.9% |
| 5Y | -33.0% | -39.2% | +6.3% | -40.1% |
| All | +46.8% | +202.3% | -155.4% | -18.3% |
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