+274.2%
RCL vs REPL
+48.4%
+225.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.0% | -6.6% | +1.3% |
| 7D | +6.5% | +22.8% | -16.3% | +6.4% |
| 30D | +15.9% | +63.8% | -47.9% | +15.5% |
| 3M | +2.7% | +68.1% | -65.4% | +2.3% |
| 6M | +15.2% | +528.5% | -513.3% | +12.7% |
| YTD | +19.2% | +122.4% | -103.2% | +17.4% |
| 1Y | +31.6% | +154.4% | -122.7% | +29.3% |
| 3Y | +274.2% | +68.0% | +206.2% | +257.0% |
| All | +274.2% | +48.4% | +225.8% | +257.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling