+99.6%
RIO vs REPL
-53.9%
+153.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.5% |
| 7D | +1.9% | -5.7% | +7.7% | +2.0% |
| 30D | +5.0% | +22.5% | -17.5% | +4.9% |
| 3M | +5.1% | +64.7% | -59.5% | +4.7% |
| 6M | +17.6% | +83.0% | -65.4% | +16.4% |
| YTD | +36.3% | +52.0% | -15.7% | +34.9% |
| 1Y | +71.2% | +144.5% | -73.4% | +68.7% |
| 3Y | +102.7% | -25.1% | +127.8% | +100.0% |
| 5Y | +99.6% | -52.9% | +152.5% | +95.5% |
| All | +99.6% | -53.9% | +153.5% | +95.5% |
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