+119.8%
RRX vs REPL
-9.7%
+129.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.4% |
| 7D | -0.7% | -9.6% | +8.9% | -0.2% |
| 30D | -8.0% | +5.7% | -13.7% | -8.3% |
| 3M | -25.1% | +56.4% | -81.4% | -28.3% |
| 6M | -18.3% | +67.4% | -85.7% | -25.9% |
| YTD | +14.2% | +48.7% | -34.5% | +3.9% |
| 1Y | +13.0% | +148.3% | -135.2% | -4.4% |
| 3Y | +4.2% | -26.7% | +30.9% | -16.0% |
| 5Y | +17.9% | -54.1% | +72.0% | -3.0% |
| All | +119.8% | -9.7% | +129.5% | +41.5% |
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 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