+46.8%
REPL vs COO
+3.7%
+43.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.4% | +1.8% |
| 7D | +14.2% | +4.3% | +9.9% | +11.8% |
| 30D | +65.9% | +17.6% | +48.3% | +53.6% |
| 3M | +84.6% | -13.9% | +98.5% | +96.5% |
| 6M | +446.9% | +6.6% | +440.4% | +413.8% |
| YTD | +129.0% | -22.0% | +151.0% | +148.8% |
| 1Y | +167.9% | -8.8% | +176.7% | +165.8% |
| 3Y | +93.9% | -21.5% | +115.4% | +92.8% |
| 5Y | -33.0% | -41.0% | +8.0% | -22.0% |
| All | +46.8% | +3.7% | +43.1% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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