+226.1%
RL vs REPL
+25.1%
+201.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.2% | -4.1% | -7.2% |
| 7D | -4.7% | +15.1% | -19.8% | -5.3% |
| 30D | +3.6% | +51.1% | -47.5% | +1.4% |
| 3M | +0.5% | +69.2% | -68.7% | -2.2% |
| 6M | +6.6% | +597.6% | -591.0% | -7.8% |
| YTD | +8.8% | +106.0% | -97.1% | -2.3% |
| 1Y | +21.8% | +133.3% | -111.6% | +8.2% |
| 3Y | +245.8% | +41.0% | +204.8% | +163.7% |
| 5Y | +230.0% | -40.1% | +270.1% | +169.6% |
| All | +226.1% | +25.1% | +201.0% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling