+67.2%
T vs REPL
+37.4%
+29.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | +1.6% | +9.8% | -8.1% | +1.5% |
| 30D | -2.9% | +81.5% | -84.4% | -4.1% |
| 3M | -7.5% | +44.2% | -51.7% | -8.2% |
| 6M | -9.9% | +437.4% | -447.3% | -14.6% |
| YTD | -6.4% | +126.1% | -132.6% | -10.9% |
| 1Y | -9.4% | +143.1% | -152.5% | -13.9% |
| 3Y | +64.9% | +97.8% | -33.0% | +44.7% |
| 5Y | +57.0% | -34.3% | +91.2% | +45.6% |
| All | +67.2% | +37.4% | +29.8% | +30.5% |
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