+130.7%
REPL vs TRU
+2.1%
+128.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | +3.4% |
| 7D | +28.8% | +10.5% | +18.3% | +38.0% |
| 30D | +57.3% | +28.7% | +28.6% | +91.0% |
| 3M | +73.6% | +0.7% | +72.9% | +70.9% |
| 6M | +582.8% | +19.3% | +563.5% | +696.5% |
| YTD | +112.9% | -3.7% | +116.6% | +167.4% |
| 1Y | +130.7% | +3.4% | +127.2% | +183.0% |
| All | +130.7% | +2.1% | +128.6% | +183.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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