+33.8%
SOLS vs REPL
+60.7%
-27.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.3% |
| 7D | +4.5% | -5.7% | +10.3% | +4.6% |
| 30D | +6.0% | +22.5% | -16.5% | +5.5% |
| 3M | -19.7% | +64.7% | -84.4% | -21.5% |
| 6M | -10.4% | +83.0% | -93.4% | -13.4% |
| YTD | +33.3% | +52.0% | -18.7% | +29.8% |
| All | +33.8% | +60.7% | -27.0% | +29.4% |
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