+20.3%
RL vs REPL
+163.1%
-142.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.0% | +2.9% | +5.8% |
| 7D | +0.2% | +14.2% | -14.0% | +0.3% |
| 30D | +7.3% | +65.9% | -58.5% | +7.6% |
| 3M | +1.0% | +84.6% | -83.5% | +1.4% |
| 6M | +11.8% | +446.9% | -435.2% | +14.8% |
| YTD | +13.6% | +129.0% | -115.4% | +17.7% |
| All | +20.3% | +163.1% | -142.8% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling