+241.0%
RVMD vs REPL
+125.1%
+115.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.8% |
| 7D | +5.8% | +28.8% | -23.0% | +7.5% |
| 30D | -3.8% | +57.3% | -61.2% | -1.0% |
| 3M | +3.2% | +73.6% | -70.3% | +7.2% |
| 6M | +35.0% | +582.8% | -547.8% | +78.0% |
| YTD | +150.7% | +112.9% | +37.9% | +279.9% |
| 1Y | +241.0% | +130.7% | +110.3% | +412.0% |
| All | +241.0% | +125.1% | +115.8% | +412.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling