+2.2%
ROP vs REPL
-35.0%
+37.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.4% |
| 7D | +0.7% | +1.2% | -0.5% | +0.7% |
| 30D | +28.8% | +92.2% | -63.4% | +28.7% |
| 3M | +21.1% | +44.1% | -23.1% | +21.0% |
| 6M | +52.5% | +313.0% | -260.5% | +51.8% |
| YTD | +8.9% | +125.2% | -116.3% | +8.7% |
| 1Y | +8.2% | +143.8% | -135.5% | +8.0% |
| 3Y | -5.2% | +104.2% | -109.4% | -9.3% |
| All | +2.2% | -35.0% | +37.1% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling