+25.8%
XYZ vs REPL
+39.1%
-13.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.6% | +3.4% |
| 7D | +14.9% | +14.2% | +0.7% | +13.8% |
| 30D | +14.7% | +65.9% | -51.2% | +10.4% |
| 3M | +12.1% | +84.6% | -72.5% | +6.9% |
| 6M | +18.3% | +446.9% | -428.6% | -3.3% |
| YTD | +36.1% | +129.0% | -93.0% | +13.3% |
| 1Y | +35.3% | +167.9% | -132.6% | +10.8% |
| 3Y | +73.5% | +93.9% | -20.4% | +5.2% |
| 5Y | -61.6% | -33.0% | -28.7% | -72.3% |
| All | +25.8% | +39.1% | -13.3% | -42.5% |
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