+275.6%
RIO vs REPL
-6.0%
+281.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.5% |
| 7D | 0.0% | -3.0% | +2.9% | 0.0% |
| 30D | +4.0% | +27.1% | -23.2% | +3.3% |
| 3M | +0.1% | +52.4% | -52.3% | -1.9% |
| 6M | +12.7% | +107.4% | -94.7% | +6.6% |
| YTD | +35.6% | +54.7% | -19.2% | +29.2% |
| 1Y | +73.7% | +158.9% | -85.2% | +60.4% |
| 3Y | +93.3% | -23.7% | +117.0% | +74.9% |
| 5Y | +92.4% | -54.3% | +146.8% | +77.4% |
| All | +275.6% | -6.0% | +281.6% | +187.8% |
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