-56.4%
RIG vs REPL
+36.8%
-93.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.2% |
| 7D | +5.7% | +1.2% | +4.5% | +5.6% |
| 30D | -0.7% | +92.2% | -92.9% | -5.7% |
| 3M | -3.1% | +44.1% | -47.3% | -6.3% |
| 6M | -16.3% | +313.0% | -329.3% | -29.2% |
| YTD | +34.1% | +125.2% | -91.1% | +12.7% |
| 1Y | +38.2% | +143.8% | -105.6% | +15.2% |
| 3Y | -15.3% | +104.2% | -119.5% | -48.4% |
| 5Y | +62.5% | -34.5% | +97.0% | +20.8% |
| All | -56.4% | +36.8% | -93.2% | -79.2% |
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