+28.8%
RIG vs REPL
+142.3%
-113.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | +4.3% | +9.8% | -5.5% | +4.1% |
| 30D | -5.8% | +81.5% | -87.3% | -7.2% |
| 3M | -6.7% | +44.2% | -50.9% | -7.6% |
| 6M | -18.7% | +437.4% | -456.1% | -21.9% |
| YTD | +28.8% | +126.1% | -97.3% | +31.1% |
| 1Y | +28.8% | +143.1% | -114.3% | +26.1% |
| All | +28.8% | +142.3% | -113.5% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling