+188.7%
RTX vs REPL
+39.1%
+149.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.6% | +3.5% |
| 7D | -3.2% | +14.2% | -17.4% | -3.7% |
| 30D | +5.6% | +65.9% | -60.3% | +3.4% |
| 3M | -11.7% | +84.6% | -96.3% | -13.9% |
| 6M | +12.3% | +446.9% | -434.6% | +1.2% |
| YTD | +8.2% | +129.0% | -120.8% | -1.4% |
| 1Y | +12.6% | +167.9% | -155.3% | +1.7% |
| 3Y | +152.8% | +93.9% | +58.9% | +100.1% |
| 5Y | +140.2% | -33.0% | +173.2% | +105.7% |
| All | +188.7% | +39.1% | +149.6% | +93.9% |
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 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