+61.0%
RSP vs REPL
+48.4%
+12.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.4% |
| 7D | -1.0% | +22.8% | -23.8% | -1.1% |
| 30D | +2.6% | +63.8% | -61.2% | +2.3% |
| 3M | -0.8% | +68.1% | -68.9% | -1.0% |
| 6M | +6.3% | +528.5% | -522.2% | +4.8% |
| YTD | +14.1% | +122.4% | -108.3% | +13.0% |
| 1Y | +18.0% | +154.4% | -136.3% | +16.7% |
| 3Y | +61.0% | +68.0% | -7.0% | +53.9% |
| All | +61.0% | +48.4% | +12.6% | +53.9% |
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