+140.7%
RSP vs REPL
+25.1%
+115.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.8% |
| 7D | -1.4% | +15.1% | -16.6% | -1.9% |
| 30D | +2.1% | +51.1% | -49.0% | +0.7% |
| 3M | -0.9% | +69.2% | -70.2% | -2.8% |
| 6M | +7.5% | +597.6% | -590.0% | -2.9% |
| YTD | +14.6% | +106.0% | -91.4% | +6.2% |
| 1Y | +17.6% | +133.3% | -115.7% | +8.3% |
| 3Y | +60.8% | +41.0% | +19.8% | +33.0% |
| 5Y | +46.1% | -40.1% | +86.3% | +27.7% |
| All | +140.7% | +25.1% | +115.5% | +70.9% |
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 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