+241.3%
RL vs REPL
+45.5%
+195.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | +0.1% |
| 7D | +1.3% | +12.7% | -11.4% | +0.8% |
| 30D | +7.6% | +73.5% | -65.8% | +4.7% |
| 3M | -1.5% | +70.3% | -71.8% | -4.2% |
| 6M | +12.1% | +472.0% | -459.9% | -1.5% |
| YTD | +13.9% | +139.5% | -125.6% | +1.5% |
| 1Y | +20.7% | +167.3% | -146.6% | +6.6% |
| 3Y | +260.6% | +109.5% | +151.0% | +164.6% |
| 5Y | +248.9% | -29.9% | +278.8% | +182.8% |
| All | +241.3% | +45.5% | +195.8% | +109.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling