+42.6%
REPL vs VO
+122.4%
-79.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.1% | +8.1% | +8.1% |
| 7D | +22.8% | -2.6% | +25.3% | +26.4% |
| 30D | +63.8% | -0.9% | +64.7% | +66.1% |
| 3M | +68.1% | -3.0% | +71.1% | +74.4% |
| 6M | +528.5% | +2.2% | +526.3% | +508.7% |
| YTD | +122.4% | +10.6% | +111.9% | +90.6% |
| 1Y | +154.4% | +12.5% | +141.8% | +113.3% |
| 3Y | +68.0% | +61.4% | +6.6% | -13.1% |
| 5Y | -35.4% | +33.4% | -68.8% | -57.3% |
| All | +42.6% | +122.4% | -79.8% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 all: compounded portfolio wealth divided by compounded VO 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…
all analysis · Full analysis span regression · 6 months rolling