-6.1%
RDW vs REPL
-59.3%
+53.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -2.1% |
| 7D | +0.9% | -14.1% | +15.0% | +2.0% |
| 30D | -21.3% | -15.2% | -6.1% | -20.4% |
| 3M | -37.9% | +49.9% | -87.7% | -41.8% |
| 6M | +12.3% | +63.5% | -51.3% | -4.9% |
| YTD | +39.7% | +32.9% | +6.8% | +20.4% |
| 1Y | +25.7% | +115.0% | -89.3% | -4.6% |
| 3Y | +230.8% | -34.7% | +265.6% | +144.3% |
| All | -6.1% | -59.3% | +53.2% | -17.4% |
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