+518.3%
RMBS vs REPL
+36.8%
+481.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | +10.3% | +1.2% | +9.1% | +10.2% |
| 30D | -10.7% | +92.2% | -102.9% | -14.1% |
| 3M | -17.2% | +44.1% | -61.3% | -19.1% |
| 6M | -39.0% | +313.0% | -352.0% | -46.0% |
| YTD | -10.5% | +125.2% | -135.7% | -21.4% |
| 1Y | -11.0% | +143.8% | -154.7% | -22.3% |
| 3Y | +31.3% | +104.2% | -72.9% | -6.9% |
| 5Y | +242.8% | -34.5% | +277.3% | +172.4% |
| All | +518.3% | +36.8% | +481.5% | +263.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling