-52.3%
Z vs REPL
+35.1%
-87.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.0% | -10.4% | -2.9% |
| 7D | -4.6% | +22.8% | -27.3% | -5.6% |
| 30D | +8.3% | +63.8% | -55.5% | +5.3% |
| 3M | -11.6% | +68.1% | -79.7% | -14.3% |
| 6M | -33.6% | +528.5% | -562.1% | -43.7% |
| YTD | -56.7% | +122.4% | -179.1% | -62.2% |
| 1Y | -59.1% | +154.4% | -213.5% | -64.7% |
| 3Y | -20.4% | +68.0% | -88.4% | -44.3% |
| 5Y | -55.3% | -35.4% | -19.9% | -65.2% |
| All | -52.3% | +35.1% | -87.4% | -71.2% |
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