+233.1%
RCL vs REPL
+45.5%
+187.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | +0.6% |
| 7D | +8.5% | +12.7% | -4.2% | +7.8% |
| 30D | +20.4% | +73.5% | -53.1% | +16.5% |
| 3M | +11.0% | +70.3% | -59.3% | +7.4% |
| 6M | +24.9% | +472.0% | -447.1% | +6.0% |
| YTD | +23.9% | +139.5% | -115.6% | +6.9% |
| 1Y | +30.8% | +167.3% | -136.5% | +11.8% |
| 3Y | +270.4% | +109.5% | +160.9% | +149.2% |
| 5Y | +296.1% | -29.9% | +326.0% | +208.4% |
| All | +233.1% | +45.5% | +187.6% | +83.3% |
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