+158.9%
REPL vs RNG
+144.7%
+14.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -1.9% |
| 7D | -3.0% | +5.8% | -8.7% | -2.6% |
| 30D | +27.1% | +19.6% | +7.5% | +28.8% |
| 3M | +52.4% | +67.0% | -14.6% | +61.9% |
| 6M | +107.4% | +88.4% | +19.1% | +127.4% |
| YTD | +54.7% | +155.5% | -100.8% | +58.1% |
| 1Y | +158.9% | +141.7% | +17.2% | +132.6% |
| All | +158.9% | +144.7% | +14.1% | +132.6% |
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