-48.8%
S vs REPL
-44.7%
-4.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.0% | -6.4% | +1.3% |
| 7D | -13.4% | +22.8% | -36.2% | -14.3% |
| 30D | -14.0% | +63.8% | -77.8% | -16.0% |
| 3M | +4.9% | +68.1% | -63.3% | +2.1% |
| 6M | +42.0% | +528.5% | -486.5% | +23.9% |
| YTD | +45.1% | +122.4% | -77.3% | +30.7% |
| 1Y | +33.1% | +154.4% | -121.3% | +18.4% |
| 3Y | +40.6% | +68.0% | -27.4% | -2.1% |
| 5Y | -67.5% | -35.4% | -32.1% | -74.8% |
| All | -48.8% | -44.7% | -4.1% | -61.7% |
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