-37.5%
U vs REPL
-40.0%
+2.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +2.8% |
| 7D | +4.5% | -5.7% | +10.2% | +4.9% |
| 30D | -0.6% | +22.5% | -23.1% | -2.4% |
| 3M | +48.4% | +64.7% | -16.2% | +36.3% |
| 6M | +115.4% | +83.0% | +32.3% | +76.7% |
| YTD | -3.2% | +52.0% | -55.2% | -19.1% |
| 1Y | -6.0% | +144.5% | -150.6% | -31.9% |
| 3Y | +13.5% | -25.1% | +38.5% | -24.4% |
| 5Y | -68.0% | -52.9% | -15.1% | -78.4% |
| All | -37.5% | -40.0% | +2.5% | -52.9% |
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