+145.1%
RSP vs REPL
+45.5%
+99.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | -0.2% |
| 7D | +0.7% | +12.7% | -12.0% | +0.3% |
| 30D | +3.7% | +73.5% | -69.8% | +1.7% |
| 3M | +0.7% | +70.3% | -69.6% | -1.2% |
| 6M | +9.0% | +472.0% | -462.9% | -0.4% |
| YTD | +16.7% | +139.5% | -122.8% | +7.6% |
| 1Y | +19.0% | +167.3% | -148.3% | +9.1% |
| 3Y | +64.7% | +109.5% | -44.8% | +32.5% |
| 5Y | +49.6% | -29.9% | +79.5% | +30.0% |
| All | +145.1% | +45.5% | +99.6% | +73.3% |
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