-33.7%
REPL vs RRC
+134.0%
-167.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +1.2% | +6.4% | -5.1% | +0.2% |
| 30D | +92.2% | +23.9% | +68.3% | +84.6% |
| 3M | +44.1% | +30.2% | +13.9% | +37.0% |
| 6M | +313.0% | +26.3% | +286.8% | +294.2% |
| YTD | +125.2% | +48.1% | +77.1% | +110.8% |
| 1Y | +143.8% | +37.7% | +106.1% | +130.4% |
| 3Y | +104.2% | +60.3% | +43.9% | +88.8% |
| All | -33.7% | +134.0% | -167.7% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling