-38.8%
RUN vs REPL
-9.7%
-29.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -4.3% |
| 7D | -1.8% | -9.6% | +7.8% | -0.8% |
| 30D | -10.8% | +5.7% | -16.5% | -11.5% |
| 3M | -30.2% | +56.4% | -86.5% | -36.8% |
| 6M | -22.3% | +67.4% | -89.8% | -37.3% |
| YTD | -52.2% | +48.7% | -100.8% | -61.1% |
| 1Y | -45.1% | +148.3% | -193.4% | -61.0% |
| 3Y | -37.1% | -26.7% | -10.4% | -60.6% |
| 5Y | -80.3% | -54.1% | -26.1% | -86.6% |
| All | -38.8% | -9.7% | -29.1% | -70.2% |
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