-59.2%
RIG vs REPL
+45.5%
-104.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | -0.1% |
| 7D | -12.2% | +12.7% | -24.9% | -13.0% |
| 30D | -6.0% | +73.5% | -79.5% | -10.1% |
| 3M | -9.4% | +70.3% | -79.7% | -13.4% |
| 6M | -19.1% | +472.0% | -491.1% | -33.6% |
| YTD | +25.4% | +139.5% | -114.1% | +5.0% |
| 1Y | +23.3% | +167.3% | -143.9% | +2.1% |
| 3Y | -22.1% | +109.5% | -131.6% | -52.3% |
| 5Y | +50.1% | -29.9% | +80.1% | +11.0% |
| All | -59.2% | +45.5% | -104.7% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling