-2.6%
REPL vs RVTY
+65.9%
-68.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.9% |
| 7D | -5.7% | +0.4% | -6.1% | -5.9% |
| 30D | +22.5% | +10.8% | +11.6% | +17.8% |
| 3M | +64.7% | +26.8% | +37.9% | +48.6% |
| 6M | +83.0% | +39.3% | +43.7% | +54.7% |
| YTD | +52.0% | +31.6% | +20.3% | +29.8% |
| 1Y | +144.5% | +47.7% | +96.8% | +96.2% |
| 3Y | -25.1% | +19.9% | -45.0% | -42.9% |
| 5Y | -52.9% | -32.3% | -20.5% | -51.0% |
| All | -2.6% | +65.9% | -68.5% | -48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling