-53.1%
REPL vs TRU
-35.9%
-17.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.6% |
| 7D | -5.7% | -7.2% | +1.5% | -5.2% |
| 30D | +22.5% | -2.8% | +25.3% | +22.6% |
| 3M | +64.7% | +13.0% | +51.6% | +59.3% |
| 6M | +83.0% | +0.7% | +82.3% | +76.9% |
| YTD | +52.0% | -9.0% | +61.0% | +49.7% |
| 1Y | +144.5% | -16.3% | +160.8% | +144.7% |
| 3Y | -25.1% | -1.1% | -24.0% | -30.8% |
| All | -53.1% | -35.9% | -17.2% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling