+141.2%
XLE vs REPL
+36.1%
+105.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.3% | +2.1% |
| 7D | -0.2% | +5.3% | -5.5% | -0.4% |
| 30D | -4.0% | +66.6% | -70.6% | -5.7% |
| 3M | +4.6% | +59.6% | -54.9% | +2.9% |
| 6M | +12.3% | +482.4% | -470.0% | +3.0% |
| YTD | +44.5% | +124.1% | -79.5% | +34.3% |
| 1Y | +42.4% | +138.6% | -96.1% | +31.9% |
| 3Y | +67.0% | +96.0% | -29.0% | +36.5% |
| 5Y | +161.9% | -35.4% | +197.3% | +131.9% |
| All | +141.2% | +36.1% | +105.1% | +68.6% |
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