+124.3%
RRX vs REPL
-6.0%
+130.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.2% |
| 7D | +3.4% | -3.0% | +6.4% | +3.6% |
| 30D | -11.1% | +27.1% | -38.3% | -12.3% |
| 3M | -23.7% | +52.4% | -76.1% | -27.0% |
| 6M | -22.0% | +107.4% | -129.4% | -30.3% |
| YTD | +16.5% | +54.7% | -38.3% | +5.8% |
| 1Y | +11.5% | +158.9% | -147.4% | -5.9% |
| 3Y | +1.5% | -23.7% | +25.3% | -18.3% |
| 5Y | +18.3% | -54.3% | +72.6% | -2.2% |
| All | +124.3% | -6.0% | +130.3% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling