+267.5%
RSG vs REPL
-6.0%
+273.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -1.1% |
| 7D | +0.3% | -3.0% | +3.2% | +0.3% |
| 30D | +7.6% | +27.1% | -19.6% | +7.3% |
| 3M | +7.4% | +52.4% | -44.9% | +6.5% |
| 6M | -3.3% | +107.4% | -110.7% | -5.7% |
| YTD | +6.0% | +54.7% | -48.7% | +3.7% |
| 1Y | -3.7% | +158.9% | -162.5% | -7.2% |
| 3Y | +59.1% | -23.7% | +82.8% | +52.5% |
| 5Y | +89.0% | -54.3% | +143.4% | +83.3% |
| All | +267.5% | -6.0% | +273.5% | +207.2% |
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