+136.8%
XLE vs REPL
+45.5%
+91.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.1% | +0.3% |
| 7D | -6.7% | +12.7% | -19.4% | -7.0% |
| 30D | -4.4% | +73.5% | -77.9% | -6.2% |
| 3M | +4.0% | +70.3% | -66.3% | +2.1% |
| 6M | +13.2% | +472.0% | -458.8% | +3.9% |
| YTD | +41.9% | +139.5% | -97.6% | +31.6% |
| 1Y | +41.6% | +167.3% | -125.6% | +30.6% |
| 3Y | +64.0% | +109.5% | -45.6% | +33.7% |
| 5Y | +158.1% | -29.9% | +188.0% | +127.7% |
| All | +136.8% | +45.5% | +91.3% | +65.2% |
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