+135.8%
XLE vs REPL
+39.1%
+96.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.4% | +0.4% |
| 7D | -7.9% | +14.2% | -22.1% | -8.3% |
| 30D | -4.8% | +65.9% | -70.7% | -6.4% |
| 3M | +8.4% | +84.6% | -76.2% | +6.1% |
| 6M | +12.7% | +446.9% | -434.3% | +3.6% |
| YTD | +41.3% | +129.0% | -87.7% | +31.2% |
| 1Y | +42.3% | +167.9% | -125.6% | +31.1% |
| 3Y | +65.1% | +93.9% | -28.8% | +35.2% |
| 5Y | +150.2% | -33.0% | +183.2% | +121.0% |
| All | +135.8% | +39.1% | +96.7% | +64.7% |
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