+29.3%
RRX vs REPL
+125.1%
-95.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | +7.6% | +28.8% | -21.2% | +7.5% |
| 30D | +7.5% | +57.3% | -49.8% | +7.4% |
| 3M | -21.0% | +73.6% | -94.6% | -21.1% |
| 6M | -18.1% | +582.8% | -600.9% | -15.7% |
| YTD | +24.3% | +112.9% | -88.6% | +18.1% |
| 1Y | +29.3% | +130.7% | -101.4% | +22.5% |
| All | +29.3% | +125.1% | -95.8% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling