+154.4%
REPL vs RVTY
+69.5%
+84.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.8% | +5.2% | +8.2% |
| 7D | +22.8% | -1.2% | +24.0% | +22.5% |
| 30D | +63.8% | +1.0% | +62.8% | +64.1% |
| 3M | +68.1% | +35.8% | +32.3% | +79.3% |
| 6M | +528.5% | +56.7% | +471.8% | +593.4% |
| YTD | +122.4% | +60.7% | +61.7% | +154.9% |
| 1Y | +154.4% | +73.7% | +80.7% | +181.4% |
| All | +154.4% | +69.5% | +84.9% | +181.4% |
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