+231.6%
SPOT vs REPL
+45.5%
+186.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -0.6% |
| 7D | +1.0% | +12.7% | -11.7% | +0.6% |
| 30D | +14.6% | +73.5% | -58.9% | +12.1% |
| 3M | +18.4% | +70.3% | -51.9% | +15.8% |
| 6M | +45.1% | +472.0% | -426.9% | +29.1% |
| YTD | +4.4% | +139.5% | -135.1% | -5.8% |
| 1Y | -2.7% | +167.3% | -170.0% | -12.9% |
| 3Y | +254.6% | +109.5% | +145.0% | +161.2% |
| 5Y | +124.8% | -29.9% | +154.7% | +85.9% |
| All | +231.6% | +45.5% | +186.1% | +133.5% |
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