+133.4%
RMD vs REPL
+39.1%
+94.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | +0.1% |
| 7D | +1.2% | +14.2% | -13.0% | +0.8% |
| 30D | +2.5% | +65.9% | -63.4% | +0.7% |
| 3M | +11.5% | +84.6% | -73.0% | +9.1% |
| 6M | +14.7% | +446.9% | -432.2% | +4.8% |
| YTD | -1.3% | +129.0% | -130.3% | -9.0% |
| 1Y | -5.3% | +167.9% | -173.1% | -13.4% |
| 3Y | +68.8% | +93.9% | -25.2% | +33.6% |
| 5Y | -5.9% | -33.0% | +27.1% | -19.0% |
| All | +133.4% | +39.1% | +94.2% | +54.5% |
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 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