+63.2%
RIG vs REPL
-53.9%
+117.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.5% |
| 7D | -2.7% | -5.7% | +3.0% | -2.5% |
| 30D | +9.5% | +22.5% | -13.0% | +8.9% |
| 3M | -6.6% | +64.7% | -71.3% | -9.0% |
| 6M | -2.9% | +83.0% | -85.9% | -7.2% |
| YTD | +39.5% | +52.0% | -12.5% | +33.7% |
| 1Y | +82.3% | +144.5% | -62.3% | +69.8% |
| 3Y | -29.6% | -25.1% | -4.5% | -34.3% |
| 5Y | +63.2% | -52.9% | +116.0% | +62.5% |
| All | +63.2% | -53.9% | +117.1% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling