-39.4%
RUN vs REPL
+45.5%
-84.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +4.6% | -15.2% | -11.0% |
| 7D | +0.3% | +12.7% | -12.4% | -1.0% |
| 30D | +14.0% | +73.5% | -59.5% | +7.3% |
| 3M | -11.8% | +70.3% | -82.1% | -17.1% |
| 6M | -40.4% | +472.0% | -512.4% | -55.1% |
| YTD | -52.7% | +139.5% | -192.2% | -63.6% |
| 1Y | -52.5% | +167.3% | -219.8% | -64.0% |
| 3Y | -7.7% | +109.5% | -117.3% | -53.2% |
| 5Y | -83.9% | -29.9% | -53.9% | -89.5% |
| All | -39.4% | +45.5% | -84.9% | -72.1% |
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