-35.4%
REPL vs TRU
-25.4%
-10.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.4% | -6.4% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +66.6% | +24.3% | +42.4% | +64.0% |
| 3M | +59.6% | +2.3% | +57.3% | +59.0% |
| 6M | +482.4% | +17.7% | +464.7% | +460.6% |
| YTD | +124.1% | -3.8% | +127.9% | +119.9% |
| 1Y | +138.6% | -0.3% | +138.9% | +131.4% |
| 3Y | +96.0% | +58.4% | +37.6% | +54.9% |
| 5Y | -35.4% | -24.0% | -11.4% | -28.4% |
| All | -35.4% | -25.4% | -10.0% | -28.4% |
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