-2.6%
REPL vs COO
+9.8%
-12.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.5% |
| 7D | -5.7% | -2.3% | -3.4% | -4.8% |
| 30D | +22.5% | -8.8% | +31.3% | +27.7% |
| 3M | +64.7% | +1.3% | +63.3% | +60.7% |
| 6M | +83.0% | -11.6% | +94.6% | +88.5% |
| YTD | +52.0% | -17.4% | +69.4% | +61.7% |
| 1Y | +144.5% | -1.6% | +146.1% | +133.4% |
| 3Y | -25.1% | -22.6% | -2.4% | -23.9% |
| 5Y | -52.9% | -40.3% | -12.5% | -44.9% |
| All | -2.6% | +9.8% | -12.4% | -19.5% |
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