-12.7%
REPL vs TRU
+6.3%
-18.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.1% | -8.2% | -8.3% |
| 7D | -13.4% | -9.4% | -4.0% | -11.2% |
| 30D | -3.0% | -4.1% | +1.1% | -2.2% |
| 3M | +56.3% | +13.6% | +42.7% | +45.1% |
| 6M | +60.9% | +3.6% | +57.3% | +46.7% |
| YTD | +36.2% | -9.8% | +46.0% | +29.4% |
| 1Y | +121.0% | -13.6% | +134.7% | +111.5% |
| 3Y | -32.8% | -2.0% | -30.9% | -43.9% |
| 5Y | -58.7% | -35.8% | -22.8% | -56.1% |
| All | -12.7% | +6.3% | -18.9% | -31.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling