+138.6%
REPL vs TRU
+2.0%
+136.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.4% | -6.5% |
| 7D | +5.3% | 0.0% | +5.3% | +5.4% |
| 30D | +66.6% | +24.3% | +42.4% | +97.0% |
| 3M | +59.6% | +2.3% | +57.3% | +59.3% |
| 6M | +482.4% | +17.7% | +464.7% | +579.9% |
| YTD | +124.1% | -3.8% | +127.9% | +181.7% |
| 1Y | +138.6% | -0.3% | +138.9% | +198.8% |
| All | +138.6% | +2.0% | +136.5% | +198.8% |
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