+28.3%
RDW vs REPL
+161.1%
-132.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +1.6% |
| 7D | -3.1% | -3.0% | -0.2% | -3.1% |
| 30D | -1.8% | +27.1% | -28.9% | -2.1% |
| 3M | -50.9% | +52.4% | -103.2% | -51.4% |
| 6M | +13.5% | +107.4% | -94.0% | +11.9% |
| YTD | +38.6% | +54.7% | -16.2% | +38.1% |
| 1Y | +28.3% | +158.9% | -130.6% | +21.0% |
| All | +28.3% | +161.1% | -132.9% | +21.0% |
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 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