+132.9%
RMD vs REPL
+35.1%
+97.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.0% | -9.7% | -1.9% |
| 7D | +2.3% | +22.8% | -20.4% | +1.6% |
| 30D | +4.1% | +63.8% | -59.7% | +2.3% |
| 3M | +5.7% | +68.1% | -62.4% | +3.7% |
| 6M | +12.9% | +528.5% | -515.6% | +2.3% |
| YTD | -1.5% | +122.4% | -123.9% | -9.1% |
| 1Y | -4.8% | +154.4% | -159.1% | -12.7% |
| 3Y | +57.5% | +68.0% | -10.5% | +26.3% |
| 5Y | -5.5% | -35.4% | +29.9% | -18.6% |
| All | +132.9% | +35.1% | +97.8% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling