+209.1%
RIO vs REPL
+36.1%
+172.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.4% | +7.0% | +0.7% |
| 7D | +0.5% | +5.3% | -4.8% | +0.4% |
| 30D | -9.9% | +66.6% | -76.5% | -11.1% |
| 3M | -14.0% | +59.6% | -73.6% | -15.1% |
| 6M | -19.5% | +482.4% | -501.9% | -24.7% |
| YTD | +11.5% | +124.1% | -112.5% | +5.3% |
| 1Y | +26.9% | +138.6% | -111.6% | +19.5% |
| 3Y | +55.1% | +96.0% | -40.9% | +32.7% |
| 5Y | +90.7% | -35.4% | +126.1% | +74.6% |
| All | +209.1% | +36.1% | +172.9% | +134.5% |
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 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