+44.4%
REPL vs COO
+1.7%
+42.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | +1.2% | +0.5% | +0.8% | +1.1% |
| 30D | +92.2% | +14.2% | +78.0% | +80.4% |
| 3M | +44.1% | -18.2% | +62.3% | +56.9% |
| 6M | +313.0% | +5.3% | +307.7% | +289.8% |
| YTD | +125.2% | -23.6% | +148.8% | +146.9% |
| 1Y | +143.8% | -12.7% | +156.4% | +147.2% |
| 3Y | +104.2% | -24.2% | +128.4% | +106.9% |
| 5Y | -34.5% | -40.0% | +5.4% | -24.7% |
| All | +44.4% | +1.7% | +42.7% | +23.0% |
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