+74.3%
ROP vs REPL
+39.1%
+35.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.1% |
| 7D | -1.6% | +14.2% | -15.9% | -1.9% |
| 30D | +29.5% | +65.9% | -36.3% | +28.3% |
| 3M | +17.5% | +84.6% | -67.0% | +16.1% |
| 6M | +38.1% | +446.9% | -408.9% | +31.2% |
| YTD | +7.0% | +129.0% | -122.0% | +2.4% |
| 1Y | +6.5% | +167.9% | -161.4% | +1.5% |
| 3Y | -5.5% | +93.9% | -99.4% | -17.4% |
| 5Y | -0.4% | -33.0% | +32.6% | -7.8% |
| All | +74.3% | +39.1% | +35.2% | +34.4% |
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 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