-2.6%
REPL vs BB
-26.0%
+23.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.2% |
| 7D | -5.7% | +0.5% | -6.3% | -5.9% |
| 30D | +22.5% | -12.4% | +34.8% | +25.0% |
| 3M | +64.7% | -15.3% | +79.9% | +67.7% |
| 6M | +83.0% | +128.8% | -45.8% | +53.4% |
| YTD | +52.0% | +107.7% | -55.7% | +29.4% |
| 1Y | +144.5% | +103.9% | +40.7% | +106.3% |
| 3Y | -25.1% | +72.6% | -97.7% | -39.3% |
| 5Y | -52.9% | -24.3% | -28.6% | -56.7% |
| All | -2.6% | -26.0% | +23.4% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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