-0.8%
REPL vs RVTY
+70.0%
-70.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -3.0% | +1.1% | -4.1% | -3.4% |
| 30D | +27.1% | +13.2% | +13.9% | +21.3% |
| 3M | +52.4% | +27.2% | +25.1% | +37.4% |
| 6M | +107.4% | +32.4% | +75.0% | +78.7% |
| YTD | +54.7% | +34.9% | +19.9% | +31.0% |
| 1Y | +158.9% | +52.4% | +106.5% | +105.4% |
| 3Y | -23.7% | +12.3% | -36.0% | -39.2% |
| 5Y | -54.3% | -30.8% | -23.5% | -52.9% |
| All | -0.8% | +70.0% | -70.8% | -48.1% |
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