-0.8%
REPL vs RRC
+171.3%
-172.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.5% |
| 7D | -3.0% | +1.3% | -4.3% | -3.2% |
| 30D | +27.1% | +10.1% | +17.0% | +24.9% |
| 3M | +52.4% | +4.0% | +48.4% | +51.2% |
| 6M | +107.4% | +1.6% | +105.9% | +107.6% |
| YTD | +54.7% | +19.7% | +35.0% | +50.2% |
| 1Y | +158.9% | +21.4% | +137.4% | +150.9% |
| 3Y | -23.7% | +29.7% | -53.4% | -28.0% |
| 5Y | -54.3% | +153.9% | -208.2% | -64.3% |
| All | -0.8% | +171.3% | -172.0% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling