+56.3%
RSG vs REPL
-27.0%
+83.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +0.4% |
| 7D | 0.0% | -9.6% | +9.6% | -0.1% |
| 30D | +3.7% | +5.7% | -2.0% | +3.7% |
| 3M | +6.2% | +56.4% | -50.2% | +7.0% |
| 6M | -2.8% | +67.4% | -70.2% | -1.4% |
| YTD | +5.9% | +48.7% | -42.8% | +7.3% |
| 1Y | -1.8% | +148.3% | -150.0% | +1.0% |
| All | +56.3% | -27.0% | +83.3% | +59.7% |
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