+30.8%
RCL vs REPL
+175.2%
-144.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | +0.9% |
| 7D | +8.5% | +12.7% | -4.2% | +8.5% |
| 30D | +20.4% | +73.5% | -53.1% | +20.5% |
| 3M | +11.0% | +70.3% | -59.3% | +11.1% |
| 6M | +24.9% | +472.0% | -447.1% | +24.1% |
| YTD | +23.9% | +139.5% | -115.6% | +25.5% |
| 1Y | +30.8% | +167.3% | -136.5% | +28.5% |
| All | +30.8% | +175.2% | -144.4% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling