+172.8%
SO vs REPL
+39.1%
+133.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.6% | +1.3% |
| 7D | -1.1% | +14.2% | -15.3% | -1.3% |
| 30D | +8.6% | +65.9% | -57.3% | +7.7% |
| 3M | +1.8% | +84.6% | -82.8% | +0.7% |
| 6M | +3.6% | +446.9% | -443.3% | -0.9% |
| YTD | +9.9% | +129.0% | -119.1% | +5.6% |
| 1Y | +5.7% | +167.9% | -162.2% | +1.1% |
| 3Y | +52.5% | +93.9% | -41.4% | +36.7% |
| 5Y | +77.3% | -33.0% | +110.3% | +66.2% |
| All | +172.8% | +39.1% | +133.7% | +126.8% |
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