+264.8%
RSG vs REPL
-17.3%
+282.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.4% | +7.7% | -0.5% |
| 7D | -1.8% | -13.4% | +11.6% | -1.7% |
| 30D | +2.8% | -3.0% | +5.8% | +2.8% |
| 3M | +4.3% | +56.3% | -52.0% | +3.3% |
| 6M | -0.5% | +60.9% | -61.4% | -2.7% |
| YTD | +5.2% | +36.2% | -31.0% | +3.1% |
| 1Y | -2.1% | +121.0% | -123.2% | -5.5% |
| 3Y | +56.5% | -32.8% | +89.3% | +50.2% |
| 5Y | +89.5% | -58.7% | +148.2% | +83.6% |
| All | +264.8% | -17.3% | +282.1% | +205.3% |
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 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