-5.6%
ROP vs REPL
+98.6%
-104.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -2.7% | +9.8% | -12.5% | -2.6% |
| 30D | +29.7% | +81.5% | -51.8% | +30.2% |
| 3M | +21.2% | +44.2% | -23.0% | +21.5% |
| 6M | +48.3% | +437.4% | -389.1% | +50.3% |
| YTD | +8.4% | +126.1% | -117.7% | +10.0% |
| 1Y | +6.0% | +143.1% | -137.1% | +7.6% |
| All | -5.6% | +98.6% | -104.1% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling