+90.0%
RIO vs REPL
-35.6%
+125.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.0% | -7.3% | +0.7% |
| 7D | +2.2% | +22.8% | -20.5% | +2.2% |
| 30D | -10.1% | +63.8% | -73.9% | -10.3% |
| 3M | -14.1% | +68.1% | -82.2% | -14.3% |
| 6M | -18.9% | +528.5% | -547.4% | -19.8% |
| YTD | +9.9% | +122.4% | -112.5% | +8.7% |
| 1Y | +27.0% | +154.4% | -127.4% | +25.5% |
| 3Y | +50.1% | +68.0% | -17.9% | +45.5% |
| All | +90.0% | -35.6% | +125.7% | +97.1% |
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 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