+42.6%
REPL vs ARWR
+257.0%
-214.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.2% | +6.8% | +7.6% |
| 7D | +22.8% | -2.9% | +25.7% | +23.8% |
| 30D | +63.8% | -5.4% | +69.2% | +67.0% |
| 3M | +68.1% | -32.2% | +100.4% | +88.6% |
| 6M | +528.5% | -26.5% | +555.0% | +568.7% |
| YTD | +122.4% | -12.4% | +134.8% | +125.0% |
| 1Y | +154.4% | +46.9% | +107.5% | +114.2% |
| 3Y | +68.0% | +116.0% | -48.0% | +12.6% |
| 5Y | -35.4% | -28.0% | -7.4% | -44.8% |
| All | +42.6% | +257.0% | -214.4% | -24.1% |
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