+158.9%
REPL vs RVTY
+57.1%
+101.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.7% |
| 7D | -3.0% | +1.1% | -4.1% | -2.8% |
| 30D | +27.1% | +13.2% | +13.9% | +29.4% |
| 3M | +52.4% | +27.2% | +25.1% | +56.6% |
| 6M | +107.4% | +32.4% | +75.0% | +119.9% |
| YTD | +54.7% | +34.9% | +19.9% | +62.8% |
| 1Y | +158.9% | +52.4% | +106.5% | +193.9% |
| All | +158.9% | +57.1% | +101.8% | +193.9% |
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