+130.7%
REPL vs RVTY
+74.0%
+56.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | -0.1% |
| 7D | +28.8% | -3.6% | +32.4% | +28.2% |
| 30D | +57.3% | +1.4% | +56.0% | +57.4% |
| 3M | +73.6% | +43.2% | +30.4% | +86.5% |
| 6M | +582.8% | +84.5% | +498.3% | +690.2% |
| YTD | +112.9% | +65.2% | +47.7% | +143.8% |
| 1Y | +130.7% | +74.3% | +56.3% | +155.5% |
| All | +130.7% | +74.0% | +56.7% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling