+247.1%
RL vs REPL
-34.5%
+281.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.4% | +5.1% | -1.2% |
| 7D | -4.4% | +5.3% | -9.6% | -4.5% |
| 30D | +5.6% | +66.6% | -61.1% | +4.1% |
| 3M | -0.6% | +59.6% | -60.2% | -2.0% |
| 6M | +15.5% | +482.4% | -466.9% | +7.1% |
| YTD | +12.3% | +124.1% | -111.7% | +5.8% |
| 1Y | +19.3% | +138.6% | -119.2% | +12.0% |
| 3Y | +255.5% | +96.0% | +159.5% | +186.2% |
| 5Y | +247.1% | -35.4% | +282.4% | +212.5% |
| All | +247.1% | -34.5% | +281.6% | +212.5% |
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