-44.9%
S vs REPL
-40.5%
-4.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.0% | -0.6% |
| 7D | +1.4% | +12.7% | -11.4% | +0.8% |
| 30D | -10.8% | +73.5% | -84.3% | -13.2% |
| 3M | +5.4% | +70.3% | -64.9% | +2.6% |
| 6M | +41.2% | +472.0% | -430.8% | +24.4% |
| YTD | +56.2% | +139.5% | -83.3% | +40.2% |
| 1Y | +36.3% | +167.3% | -131.0% | +21.1% |
| 3Y | +49.4% | +109.5% | -60.1% | -0.9% |
| 5Y | -66.9% | -29.9% | -36.9% | -74.5% |
| All | -44.9% | -40.5% | -4.4% | -58.9% |
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