-19.3%
RMD vs REPL
-54.3%
+35.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.3% |
| 7D | -5.0% | -3.0% | -2.0% | -5.0% |
| 30D | +2.2% | +27.1% | -24.9% | +1.9% |
| 3M | +17.8% | +52.4% | -34.5% | +16.6% |
| 6M | -11.3% | +107.4% | -118.8% | -14.0% |
| YTD | -4.4% | +54.7% | -59.2% | -6.7% |
| 1Y | -15.7% | +158.9% | -174.6% | -20.1% |
| 3Y | +47.7% | -23.7% | +71.5% | +39.1% |
| All | -19.3% | -54.3% | +35.0% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling