+130.7%
REPL vs RNG
+179.4%
-48.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +28.8% | -9.6% | +38.4% | +27.7% |
| 30D | +57.3% | -1.4% | +58.7% | +57.1% |
| 3M | +73.6% | +28.8% | +44.8% | +79.2% |
| 6M | +582.8% | +65.6% | +517.3% | +652.4% |
| YTD | +112.9% | +171.4% | -58.5% | +138.9% |
| 1Y | +130.7% | +185.3% | -54.7% | +153.9% |
| All | +130.7% | +179.4% | -48.8% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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