-55.4%
RIG vs REPL
-19.2%
-36.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.6% |
| 7D | -3.1% | -14.1% | +11.0% | -2.0% |
| 30D | -0.5% | -15.2% | +14.7% | +0.6% |
| 3M | -6.0% | +49.9% | -55.9% | -11.8% |
| 6M | -10.1% | +63.5% | -73.7% | -22.3% |
| YTD | +37.3% | +32.9% | +4.4% | +20.5% |
| 1Y | +73.9% | +115.0% | -41.0% | +38.6% |
| 3Y | -30.2% | -34.7% | +4.5% | -49.1% |
| 5Y | +62.5% | -59.7% | +122.1% | +24.4% |
| All | -55.4% | -19.2% | -36.1% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling