-47.8%
S vs REPL
-44.0%
-3.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +2.0% | +1.2% | +0.7% | +1.9% |
| 30D | -2.7% | +92.2% | -94.9% | -5.7% |
| 3M | -6.9% | +44.1% | -51.0% | -8.7% |
| 6M | +38.1% | +313.0% | -275.0% | +24.3% |
| YTD | +48.0% | +125.2% | -77.2% | +33.2% |
| 1Y | +34.5% | +143.8% | -109.3% | +20.1% |
| 3Y | +38.3% | +104.2% | -65.9% | -9.2% |
| 5Y | -70.9% | -34.5% | -36.4% | -77.5% |
| All | -47.8% | -44.0% | -3.7% | -61.0% |
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