+19.3%
RL vs REPL
+147.5%
-128.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.4% | +5.1% | -1.4% |
| 7D | -4.4% | +5.3% | -9.6% | -4.3% |
| 30D | +5.6% | +66.6% | -61.1% | +5.9% |
| 3M | -0.6% | +59.6% | -60.2% | -0.4% |
| 6M | +15.5% | +482.4% | -466.9% | +18.6% |
| YTD | +12.3% | +124.1% | -111.7% | +16.6% |
| 1Y | +19.3% | +138.6% | -119.2% | +22.2% |
| All | +19.3% | +147.5% | -128.2% | +22.2% |
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