+45.4%
RSP vs REPL
-35.6%
+81.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.5% |
| 7D | -1.0% | +22.8% | -23.8% | -1.3% |
| 30D | +2.6% | +63.8% | -61.2% | +1.8% |
| 3M | -0.8% | +68.1% | -68.9% | -1.6% |
| 6M | +6.3% | +528.5% | -522.2% | +1.8% |
| YTD | +14.1% | +122.4% | -108.3% | +10.3% |
| 1Y | +18.0% | +154.4% | -136.3% | +13.7% |
| 3Y | +61.0% | +68.0% | -7.0% | +44.6% |
| All | +45.4% | -35.6% | +81.0% | +38.8% |
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