+118.8%
RMD vs REPL
-7.7%
+126.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -3.1% |
| 7D | -4.5% | -5.7% | +1.3% | -4.3% |
| 30D | +4.6% | +22.5% | -17.9% | +3.9% |
| 3M | +14.8% | +64.7% | -49.9% | +11.2% |
| 6M | -12.1% | +83.0% | -95.1% | -18.2% |
| YTD | -7.5% | +52.0% | -59.4% | -13.3% |
| 1Y | -20.1% | +144.5% | -164.6% | -28.9% |
| 3Y | +53.9% | -25.1% | +78.9% | +31.3% |
| 5Y | -22.2% | -52.9% | +30.7% | -32.6% |
| All | +118.8% | -7.7% | +126.5% | +47.1% |
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