+159.5%
SO vs REPL
-7.7%
+167.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.0% |
| 7D | +1.0% | -5.7% | +6.8% | +1.1% |
| 30D | -3.2% | +22.5% | -25.7% | -3.6% |
| 3M | -1.7% | +64.7% | -66.4% | -3.3% |
| 6M | -7.2% | +83.0% | -90.2% | -10.5% |
| YTD | +4.6% | +52.0% | -47.4% | +1.1% |
| 1Y | +1.2% | +144.5% | -143.3% | -4.3% |
| 3Y | +45.3% | -25.1% | +70.3% | +35.2% |
| 5Y | +58.7% | -52.9% | +111.6% | +49.1% |
| All | +159.5% | -7.7% | +167.2% | +117.3% |
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