+16.8%
XYZ vs REPL
+37.4%
-20.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -5.0% | -4.1% |
| 7D | -2.1% | +9.8% | -11.9% | -2.8% |
| 30D | +7.0% | +81.5% | -74.5% | +2.4% |
| 3M | +5.1% | +44.2% | -39.1% | +2.0% |
| 6M | +14.1% | +437.4% | -423.3% | -6.6% |
| YTD | +26.4% | +126.1% | -99.8% | +5.3% |
| 1Y | +25.1% | +143.1% | -118.1% | +3.4% |
| 3Y | +59.7% | +97.8% | -38.1% | -3.8% |
| 5Y | -63.8% | -34.3% | -29.5% | -73.8% |
| All | +16.8% | +37.4% | -20.5% | -46.6% |
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