+240.6%
RL vs REPL
-35.0%
+275.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | +2.6% | +1.2% | +1.3% | +2.6% |
| 30D | +2.9% | +92.2% | -89.2% | +1.1% |
| 3M | 0.0% | +44.1% | -44.1% | -1.1% |
| 6M | +17.1% | +313.0% | -295.9% | +10.3% |
| YTD | +10.1% | +125.2% | -115.1% | +3.7% |
| 1Y | +17.3% | +143.8% | -126.4% | +10.0% |
| 3Y | +249.3% | +104.2% | +145.1% | +179.4% |
| All | +240.6% | -35.0% | +275.6% | +203.2% |
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