-54.1%
REPL vs RNG
-70.2%
+16.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -9.6% | -4.1% | -5.5% | -9.0% |
| 30D | +5.7% | +8.6% | -2.9% | +4.1% |
| 3M | +56.4% | +78.0% | -21.6% | +40.1% |
| 6M | +67.4% | +67.0% | +0.4% | +45.7% |
| YTD | +48.7% | +142.4% | -93.8% | +17.2% |
| 1Y | +148.3% | +120.4% | +27.8% | +98.3% |
| 3Y | -26.7% | +122.1% | -148.8% | -46.3% |
| 5Y | -54.1% | -69.8% | +15.7% | -48.6% |
| All | -54.1% | -70.2% | +16.1% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling