+2.8%
RDW vs REPL
-66.9%
+69.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.2% | -2.6% | -4.6% |
| 7D | +3.6% | -9.6% | +13.2% | +4.3% |
| 30D | -18.4% | +5.7% | -24.2% | -18.9% |
| 3M | -32.1% | +56.4% | -88.4% | -36.5% |
| 6M | +10.9% | +67.4% | -56.6% | -5.8% |
| YTD | +40.8% | +48.7% | -7.9% | +20.4% |
| 1Y | +31.1% | +148.3% | -117.2% | -1.4% |
| 3Y | +245.2% | -26.7% | +271.8% | +148.9% |
| 5Y | -16.7% | -54.1% | +37.4% | -39.1% |
| All | +2.8% | -66.9% | +69.7% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling