+21.4%
XYZ vs REPL
+35.1%
-13.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.0% | -6.3% | +1.2% |
| 7D | +12.1% | +22.8% | -10.6% | +10.5% |
| 30D | +12.4% | +63.8% | -51.4% | +8.3% |
| 3M | +8.2% | +68.1% | -59.9% | +3.8% |
| 6M | +20.7% | +528.5% | -507.8% | -2.8% |
| YTD | +31.3% | +122.4% | -91.1% | +9.6% |
| 1Y | +20.5% | +154.4% | -133.8% | -0.9% |
| 3Y | +72.6% | +68.0% | +4.6% | +7.2% |
| 5Y | -64.0% | -35.4% | -28.6% | -73.9% |
| All | +21.4% | +35.1% | -13.7% | -44.4% |
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