+42.6%
REPL vs RRC
+215.4%
-172.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.9% | +10.9% | +8.6% |
| 7D | +22.8% | -10.8% | +33.6% | +25.4% |
| 30D | +63.8% | +22.3% | +41.5% | +56.9% |
| 3M | +68.1% | +26.6% | +41.5% | +59.9% |
| 6M | +528.5% | +18.9% | +509.6% | +503.7% |
| YTD | +122.4% | +39.2% | +83.2% | +108.6% |
| 1Y | +154.4% | +34.0% | +120.4% | +139.9% |
| 3Y | +68.0% | +42.0% | +26.0% | +54.8% |
| 5Y | -35.4% | +111.9% | -147.2% | -47.4% |
| All | +42.6% | +215.4% | -172.8% | -16.2% |
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 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