+124.2%
RF vs REPL
+45.5%
+78.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -1.0% |
| 7D | +0.3% | +12.7% | -12.4% | -0.2% |
| 30D | +6.2% | +73.5% | -67.3% | +3.5% |
| 3M | -7.8% | +70.3% | -78.1% | -10.2% |
| 6M | +5.9% | +472.0% | -466.1% | -6.4% |
| YTD | +9.0% | +139.5% | -130.5% | -2.5% |
| 1Y | +19.3% | +167.3% | -148.0% | +5.8% |
| 3Y | +116.4% | +109.5% | +6.9% | +61.2% |
| 5Y | +46.0% | -29.9% | +76.0% | +20.4% |
| All | +124.2% | +45.5% | +78.7% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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