+293.8%
RCL vs REPL
-35.3%
+329.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.9% | -4.0% |
| 7D | -0.2% | +9.8% | -10.0% | -0.5% |
| 30D | +14.4% | +81.5% | -67.1% | +12.5% |
| 3M | +5.2% | +44.2% | -39.1% | +3.9% |
| 6M | +26.1% | +437.4% | -411.3% | +16.5% |
| YTD | +17.4% | +126.1% | -108.8% | +9.6% |
| 1Y | +24.7% | +143.1% | -118.5% | +16.0% |
| 3Y | +250.9% | +97.8% | +153.1% | +177.2% |
| 5Y | +293.8% | -34.3% | +328.1% | +294.5% |
| All | +293.8% | -35.3% | +329.1% | +294.5% |
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 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