+157.0%
RTX vs REPL
+97.7%
+59.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +4.8% | +1.2% | +3.5% | +4.8% |
| 30D | +6.5% | +92.2% | -85.7% | +5.7% |
| 3M | -9.6% | +44.1% | -53.7% | -10.1% |
| 6M | +12.3% | +313.0% | -300.7% | +9.5% |
| YTD | +9.5% | +125.2% | -115.8% | +6.7% |
| 1Y | +15.8% | +143.8% | -127.9% | +12.8% |
| 3Y | +157.0% | +104.2% | +52.8% | +140.6% |
| All | +157.0% | +97.7% | +59.3% | +140.6% |
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