+147.3%
XLE vs REPL
+36.8%
+110.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +5.4% | +1.2% | +4.2% | +5.4% |
| 30D | -3.9% | +92.2% | -96.1% | -6.0% |
| 3M | +7.0% | +44.1% | -37.1% | +5.6% |
| 6M | +14.2% | +313.0% | -298.8% | +6.3% |
| YTD | +48.2% | +125.2% | -77.0% | +37.6% |
| 1Y | +47.7% | +143.8% | -96.1% | +36.6% |
| 3Y | +70.0% | +104.2% | -34.2% | +38.4% |
| 5Y | +169.1% | -34.5% | +203.7% | +138.0% |
| All | +147.3% | +36.8% | +110.5% | +72.8% |
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