+1.7%
RKT vs REPL
-35.6%
+37.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.0% | -6.4% | +1.4% |
| 7D | +17.7% | +22.8% | -5.1% | +17.0% |
| 30D | +31.6% | +63.8% | -32.1% | +29.7% |
| 3M | +13.9% | +68.1% | -54.2% | +12.1% |
| 6M | +2.8% | +528.5% | -525.7% | -6.5% |
| YTD | -22.2% | +122.4% | -144.6% | -27.7% |
| 1Y | -3.5% | +154.4% | -157.9% | -11.0% |
| 3Y | +95.3% | +68.0% | +27.3% | +52.0% |
| All | +1.7% | -35.6% | +37.3% | -11.2% |
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