+0.6%
ROP vs REPL
-35.6%
+36.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +8.0% | -10.9% | -2.9% |
| 7D | +2.1% | +22.8% | -20.6% | +2.1% |
| 30D | +32.9% | +63.8% | -30.9% | +32.8% |
| 3M | +20.0% | +68.1% | -48.1% | +19.9% |
| 6M | +36.4% | +528.5% | -492.1% | +35.7% |
| YTD | +7.8% | +122.4% | -114.6% | +7.7% |
| 1Y | +8.0% | +154.4% | -146.4% | +7.7% |
| 3Y | -3.5% | +68.0% | -71.5% | -6.5% |
| All | +0.6% | -35.6% | +36.2% | -2.5% |
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