+45.8%
ROP vs REPL
-7.7%
+53.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.8% |
| 7D | -5.4% | -5.7% | +0.3% | -5.3% |
| 30D | -1.6% | +22.5% | -24.1% | -2.0% |
| 3M | +18.8% | +64.7% | -45.8% | +16.7% |
| 6M | +8.2% | +83.0% | -74.8% | +4.0% |
| YTD | -10.5% | +52.0% | -62.4% | -13.6% |
| 1Y | -23.7% | +144.5% | -168.3% | -28.5% |
| 3Y | -17.9% | -25.1% | +7.2% | -24.6% |
| 5Y | -15.3% | -52.9% | +37.5% | -21.5% |
| All | +45.8% | -7.7% | +53.5% | +13.4% |
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