-44.7%
S vs REPL
-43.1%
-1.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.0% | +5.1% | +7.9% |
| 7D | +1.6% | +14.2% | -12.7% | +1.0% |
| 30D | -10.5% | +65.9% | -76.3% | -12.7% |
| 3M | +9.9% | +84.6% | -74.7% | +6.6% |
| 6M | +41.8% | +446.9% | -405.2% | +25.1% |
| YTD | +56.8% | +129.0% | -72.2% | +41.0% |
| 1Y | +39.0% | +167.9% | -128.9% | +23.3% |
| 3Y | +53.8% | +93.9% | -40.1% | +3.4% |
| 5Y | -68.6% | -33.0% | -35.6% | -75.8% |
| All | -44.7% | -43.1% | -1.6% | -58.7% |
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