-12.7%
REPL vs BR
+64.1%
-76.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.1% | -8.5% | -8.4% |
| 7D | -13.4% | -6.0% | -7.4% | -11.2% |
| 30D | -3.0% | -0.9% | -2.2% | -2.9% |
| 3M | +56.3% | +16.4% | +39.9% | +42.8% |
| 6M | +60.9% | -8.2% | +69.1% | +59.8% |
| YTD | +36.2% | -23.2% | +59.4% | +48.0% |
| 1Y | +121.0% | -30.9% | +152.0% | +156.1% |
| 3Y | -32.8% | -5.0% | -27.8% | -39.9% |
| 5Y | -58.7% | +8.8% | -67.4% | -67.3% |
| All | -12.7% | +64.1% | -76.8% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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