+155.6%
REPL vs RRC
+28.5%
+127.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.9% |
| 7D | +14.2% | -10.3% | +24.5% | +18.2% |
| 30D | +65.9% | +19.5% | +46.4% | +53.2% |
| 3M | +84.6% | +27.9% | +56.7% | +64.5% |
| 6M | +446.9% | +21.2% | +425.8% | +399.3% |
| YTD | +129.0% | +39.6% | +89.4% | +99.7% |
| All | +155.6% | +28.5% | +127.0% | +127.7% |
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 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