-2.6%
REPL vs RRC
+170.5%
-173.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -5.7% | -1.2% | -4.5% | -5.5% |
| 30D | +22.5% | +9.4% | +13.0% | +20.4% |
| 3M | +64.7% | +7.4% | +57.3% | +62.4% |
| 6M | +83.0% | +1.5% | +81.6% | +83.3% |
| YTD | +52.0% | +19.4% | +32.6% | +47.5% |
| 1Y | +144.5% | +24.2% | +120.3% | +136.1% |
| 3Y | -25.1% | +32.8% | -57.9% | -29.5% |
| 5Y | -52.9% | +152.9% | -205.8% | -63.1% |
| All | -2.6% | +170.5% | -173.1% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling