-33.7%
REPL vs RVTY
-15.1%
-18.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | +92.2% | +1.5% | +90.6% | +91.7% |
| 3M | +44.1% | +31.5% | +12.7% | +36.5% |
| 6M | +313.0% | +62.7% | +250.3% | +272.7% |
| YTD | +125.2% | +60.0% | +65.2% | +99.3% |
| 1Y | +143.8% | +65.7% | +78.1% | +113.0% |
| 3Y | +104.2% | +85.2% | +19.0% | +53.4% |
| All | -33.7% | -15.1% | -18.7% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling