+221.9%
RL vs REPL
-35.6%
+257.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.0% | -9.4% | -1.6% |
| 7D | -4.2% | +22.8% | -26.9% | -4.7% |
| 30D | +4.3% | +63.8% | -59.5% | +2.8% |
| 3M | -4.6% | +68.1% | -72.7% | -6.1% |
| 6M | +1.7% | +528.5% | -526.8% | -5.9% |
| YTD | +7.3% | +122.4% | -115.1% | +1.1% |
| 1Y | +20.8% | +154.4% | -133.6% | +13.0% |
| 3Y | +247.0% | +68.0% | +179.0% | +186.0% |
| All | +221.9% | -35.6% | +257.5% | +186.7% |
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