+90.4%
RSG vs REPL
-52.9%
+143.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.5% |
| 7D | -0.7% | -5.7% | +5.0% | -0.8% |
| 30D | +3.3% | +22.5% | -19.2% | +3.4% |
| 3M | +8.5% | +64.7% | -56.2% | +9.0% |
| 6M | -3.5% | +83.0% | -86.5% | -2.7% |
| YTD | +5.5% | +52.0% | -46.5% | +6.3% |
| 1Y | -1.7% | +144.5% | -146.3% | -0.3% |
| 3Y | +56.9% | -25.1% | +82.0% | +62.2% |
| All | +90.4% | -52.9% | +143.2% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling