+117.3%
XLY vs REPL
-19.2%
+136.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.0% |
| 7D | -1.7% | -14.1% | +12.4% | -1.1% |
| 30D | -4.2% | -15.2% | +11.0% | -3.6% |
| 3M | -2.7% | +49.9% | -52.6% | -6.0% |
| 6M | -0.6% | +63.5% | -64.2% | -8.1% |
| YTD | -5.0% | +32.9% | -37.9% | -11.4% |
| 1Y | -4.1% | +115.0% | -119.1% | -15.1% |
| 3Y | +33.6% | -34.7% | +68.3% | +13.9% |
| 5Y | +28.7% | -59.7% | +88.4% | +11.6% |
| All | +117.3% | -19.2% | +136.5% | +54.1% |
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