+194.6%
RTX vs REPL
+45.5%
+149.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.6% | -2.6% | +1.8% |
| 7D | -1.7% | +12.7% | -14.5% | -2.2% |
| 30D | +7.7% | +73.5% | -65.8% | +5.3% |
| 3M | -10.3% | +70.3% | -80.6% | -12.4% |
| 6M | +14.6% | +472.0% | -457.4% | +3.1% |
| YTD | +10.4% | +139.5% | -129.1% | +0.4% |
| 1Y | +13.5% | +167.3% | -153.8% | +2.6% |
| 3Y | +158.6% | +109.5% | +49.1% | +103.6% |
| 5Y | +147.3% | -29.9% | +177.2% | +111.4% |
| All | +194.6% | +45.5% | +149.1% | +97.5% |
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