+195.3%
RTX vs REPL
-6.0%
+201.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.6% |
| 7D | -5.2% | -3.0% | -2.2% | -5.1% |
| 30D | -9.4% | +27.1% | -36.5% | -10.3% |
| 3M | +12.3% | +52.4% | -40.1% | +8.5% |
| 6M | -3.1% | +107.4% | -110.6% | -11.3% |
| YTD | +10.7% | +54.7% | -44.1% | +2.6% |
| 1Y | +28.4% | +158.9% | -130.4% | +12.5% |
| 3Y | +147.1% | -23.7% | +170.8% | +109.8% |
| 5Y | +167.2% | -54.3% | +221.6% | +132.2% |
| All | +195.3% | -6.0% | +201.3% | +101.7% |
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