+114.8%
XLB vs REPL
+36.1%
+78.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.8% | +0.5% |
| 7D | -1.6% | +5.3% | -6.9% | -1.8% |
| 30D | +7.2% | +66.6% | -59.4% | +5.7% |
| 3M | 0.0% | +59.6% | -59.5% | -1.4% |
| 6M | +2.3% | +482.4% | -480.1% | -5.6% |
| YTD | +18.4% | +124.1% | -105.7% | +10.7% |
| 1Y | +23.3% | +138.6% | -115.2% | +14.9% |
| 3Y | +45.2% | +96.0% | -50.9% | +19.5% |
| 5Y | +31.0% | -35.4% | +66.3% | +16.1% |
| All | +114.8% | +36.1% | +78.7% | +57.7% |
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