+68.0%
REPL vs RRC
+36.3%
+31.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.9% | +10.9% | +9.1% |
| 7D | +22.8% | -10.8% | +33.6% | +28.2% |
| 30D | +63.8% | +22.3% | +41.5% | +48.8% |
| 3M | +68.1% | +26.6% | +41.5% | +50.0% |
| 6M | +528.5% | +18.9% | +509.6% | +473.7% |
| YTD | +122.4% | +39.2% | +83.2% | +91.8% |
| 1Y | +154.4% | +34.0% | +120.4% | +122.0% |
| 3Y | +68.0% | +42.0% | +26.0% | +49.5% |
| All | +68.0% | +36.3% | +31.7% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling