+6.9%
RRX vs REPL
-24.7%
+31.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.6% |
| 7D | +4.3% | -5.7% | +10.0% | +4.4% |
| 30D | -8.0% | +22.5% | -30.5% | -8.3% |
| 3M | -22.0% | +64.7% | -86.7% | -23.2% |
| 6M | -11.9% | +83.0% | -94.9% | -14.3% |
| YTD | +17.1% | +52.0% | -34.9% | +14.2% |
| 1Y | +14.9% | +144.5% | -129.6% | +9.1% |
| 3Y | +6.9% | -25.1% | +31.9% | -0.3% |
| All | +6.9% | -24.7% | +31.6% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling