+234.8%
RCL vs REPL
-54.3%
+289.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | -5.1% | -3.0% | -2.1% | -5.0% |
| 30D | -19.0% | +27.1% | -46.1% | -19.6% |
| 3M | -9.6% | +52.4% | -62.0% | -11.7% |
| 6M | -6.7% | +107.4% | -114.1% | -13.0% |
| YTD | -3.9% | +54.7% | -58.7% | -9.3% |
| 1Y | -25.1% | +158.9% | -184.0% | -32.8% |
| 3Y | +179.1% | -23.7% | +202.8% | +153.8% |
| All | +234.8% | -54.3% | +289.1% | +218.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling