+144.5%
REPL vs RRC
+20.2%
+124.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -5.7% | -1.2% | -4.5% | -4.8% |
| 30D | +22.5% | +9.4% | +13.0% | +14.3% |
| 3M | +64.7% | +7.4% | +57.3% | +56.3% |
| 6M | +83.0% | +1.5% | +81.6% | +84.4% |
| YTD | +52.0% | +19.4% | +32.6% | +28.5% |
| 1Y | +144.5% | +24.2% | +120.3% | +82.2% |
| All | +144.5% | +20.2% | +124.3% | +82.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling