+137.1%
RMD vs REPL
+37.4%
+99.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | +0.1% | +9.8% | -9.7% | -0.2% |
| 30D | +1.9% | +81.5% | -79.6% | -0.2% |
| 3M | +6.3% | +44.2% | -37.9% | +4.8% |
| 6M | +18.2% | +437.4% | -419.2% | +8.1% |
| YTD | +0.3% | +126.1% | -125.9% | -7.5% |
| 1Y | -4.3% | +143.1% | -147.4% | -12.0% |
| 3Y | +71.3% | +97.8% | -26.6% | +35.1% |
| 5Y | -1.8% | -34.3% | +32.5% | -15.4% |
| All | +137.1% | +37.4% | +99.8% | +57.0% |
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