+167.9%
RVMD vs REPL
+142.3%
+25.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.4% |
| 7D | -0.7% | +9.8% | -10.5% | -0.2% |
| 30D | -6.4% | +81.5% | -87.9% | -2.9% |
| 3M | -14.1% | +44.2% | -58.3% | -12.0% |
| 6M | +21.0% | +437.4% | -416.4% | +49.2% |
| YTD | +121.4% | +126.1% | -4.7% | +239.5% |
| 1Y | +167.9% | +143.1% | +24.7% | +299.9% |
| All | +167.9% | +142.3% | +25.5% | +299.9% |
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 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