+148.4%
RRX vs REPL
+45.5%
+102.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.0% | -0.7% |
| 7D | 0.0% | +12.7% | -12.7% | -0.6% |
| 30D | +9.0% | +73.5% | -64.4% | +6.0% |
| 3M | +4.0% | +70.3% | -66.3% | +1.0% |
| 6M | -15.7% | +472.0% | -487.7% | -26.2% |
| YTD | +29.0% | +139.5% | -110.5% | +14.5% |
| 1Y | +35.2% | +167.3% | -132.0% | +19.0% |
| 3Y | +67.7% | +109.5% | -41.8% | +22.1% |
| 5Y | +14.9% | -29.9% | +44.8% | -7.0% |
| All | +148.4% | +45.5% | +102.9% | +56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling