-11.7%
W vs REPL
+35.1%
-46.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.0% | -9.4% | -2.1% |
| 7D | -3.6% | +22.8% | -26.4% | -5.4% |
| 30D | +7.0% | +63.8% | -56.8% | +2.2% |
| 3M | +7.4% | +68.1% | -60.7% | +2.0% |
| 6M | +69.3% | +528.5% | -459.2% | +28.3% |
| YTD | +11.3% | +122.4% | -111.1% | -11.9% |
| 1Y | +13.2% | +154.4% | -141.1% | -12.2% |
| 3Y | +142.0% | +68.0% | +74.0% | +31.0% |
| 5Y | -54.6% | -35.4% | -19.3% | -69.7% |
| All | -11.7% | +35.1% | -46.8% | -63.6% |
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