-0.8%
REPL vs TRU
+10.3%
-11.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.3% | -0.1% |
| 7D | -3.0% | -6.8% | +3.8% | -1.3% |
| 30D | +27.1% | 0.0% | +27.1% | +26.6% |
| 3M | +52.4% | +13.3% | +39.1% | +42.1% |
| 6M | +107.4% | +3.4% | +104.0% | +90.0% |
| YTD | +54.7% | -6.4% | +61.1% | +45.5% |
| 1Y | +158.9% | -9.7% | +168.6% | +144.1% |
| 3Y | -23.7% | +0.1% | -23.9% | -36.4% |
| 5Y | -54.3% | -34.0% | -20.3% | -51.6% |
| All | -0.8% | +10.3% | -11.1% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling