+90.8%
T vs REPL
-7.7%
+98.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.3% |
| 7D | -1.5% | -5.7% | +4.2% | -1.4% |
| 30D | +7.6% | +22.5% | -14.9% | +7.1% |
| 3M | +15.3% | +64.7% | -49.4% | +13.2% |
| 6M | -8.5% | +83.0% | -91.5% | -12.4% |
| YTD | +6.8% | +52.0% | -45.2% | +2.6% |
| 1Y | -7.2% | +144.5% | -151.8% | -13.2% |
| 3Y | +108.2% | -25.1% | +133.3% | +91.8% |
| 5Y | +66.1% | -52.9% | +118.9% | +54.5% |
| All | +90.8% | -7.7% | +98.5% | +50.2% |
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