+145.2%
RSP vs REPL
+39.1%
+106.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +2.2% |
| 7D | +0.4% | +14.2% | -13.8% | 0.0% |
| 30D | +3.7% | +65.9% | -62.2% | +1.9% |
| 3M | +0.8% | +84.6% | -83.8% | -1.4% |
| 6M | +9.1% | +446.9% | -437.8% | -0.2% |
| YTD | +16.7% | +129.0% | -112.3% | +7.8% |
| 1Y | +19.7% | +167.9% | -148.2% | +9.7% |
| 3Y | +66.7% | +93.9% | -27.2% | +34.7% |
| 5Y | +48.7% | -33.0% | +81.7% | +29.4% |
| All | +145.2% | +39.1% | +106.1% | +73.6% |
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