+76.5%
ROP vs REPL
+36.1%
+40.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.4% | +7.1% | +0.8% |
| 7D | -2.9% | +5.3% | -8.2% | -3.1% |
| 30D | +30.1% | +66.6% | -36.6% | +28.7% |
| 3M | +19.9% | +59.6% | -39.7% | +18.7% |
| 6M | +46.0% | +482.4% | -436.3% | +38.5% |
| YTD | +8.4% | +124.1% | -115.7% | +3.7% |
| 1Y | +8.8% | +138.6% | -129.7% | +4.0% |
| 3Y | -5.6% | +96.0% | -101.7% | -17.8% |
| 5Y | +3.0% | -35.4% | +38.4% | -4.5% |
| All | +76.5% | +36.1% | +40.4% | +36.2% |
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