+42.6%
REPL vs RVTY
+102.6%
-60.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.8% | +5.2% | +7.0% |
| 7D | +22.8% | -1.2% | +24.0% | +23.2% |
| 30D | +63.8% | +1.0% | +62.8% | +63.3% |
| 3M | +68.1% | +35.8% | +32.3% | +49.9% |
| 6M | +528.5% | +56.7% | +471.8% | +424.3% |
| YTD | +122.4% | +60.7% | +61.7% | +76.4% |
| 1Y | +154.4% | +73.7% | +80.7% | +94.3% |
| 3Y | +68.0% | +82.8% | -14.8% | +6.5% |
| 5Y | -35.4% | -7.0% | -28.3% | -42.2% |
| All | +42.6% | +102.6% | -60.0% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling