-23.3%
REPL vs RRC
+34.3%
-57.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.2% |
| 7D | -3.0% | +1.3% | -4.3% | -3.5% |
| 30D | +27.1% | +10.1% | +17.0% | +22.0% |
| 3M | +52.4% | +4.0% | +48.4% | +49.6% |
| 6M | +107.4% | +1.6% | +105.9% | +107.6% |
| YTD | +54.7% | +19.7% | +35.0% | +44.1% |
| 1Y | +158.9% | +21.4% | +137.4% | +139.9% |
| All | -23.3% | +34.3% | -57.5% | -32.9% |
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