+207.5%
RIO vs REPL
+45.5%
+162.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.6% | -6.7% | -2.2% |
| 7D | +3.6% | +12.7% | -9.2% | +3.3% |
| 30D | -10.8% | +73.5% | -84.3% | -12.0% |
| 3M | -15.2% | +70.3% | -85.5% | -16.4% |
| 6M | -18.0% | +472.0% | -490.0% | -23.2% |
| YTD | +11.0% | +139.5% | -128.5% | +4.6% |
| 1Y | +26.4% | +167.3% | -140.9% | +18.6% |
| 3Y | +54.4% | +109.5% | -55.2% | +31.9% |
| 5Y | +98.1% | -29.9% | +128.0% | +80.9% |
| All | +207.5% | +45.5% | +162.0% | +132.9% |
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