-11.8%
ROP vs REPL
-54.3%
+42.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -1.9% | -3.6% |
| 7D | -4.4% | -3.0% | -1.5% | -4.4% |
| 30D | +3.2% | +27.1% | -23.9% | +3.2% |
| 3M | +23.1% | +52.4% | -29.3% | +23.0% |
| 6M | +13.3% | +107.4% | -94.1% | +13.1% |
| YTD | -7.9% | +54.7% | -62.6% | -7.9% |
| 1Y | -22.1% | +158.9% | -180.9% | -22.6% |
| 3Y | -16.8% | -23.7% | +6.9% | -16.9% |
| All | -11.8% | -54.3% | +42.5% | -15.4% |
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 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