+776.8%
RVMD vs REPL
+97.7%
+679.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | -10.4% | +1.2% | -11.6% | -10.4% |
| 30D | -11.0% | +92.2% | -103.2% | -11.0% |
| 3M | -14.7% | +44.1% | -58.8% | -14.8% |
| 6M | +14.9% | +313.0% | -298.1% | +15.1% |
| YTD | +116.3% | +125.2% | -8.9% | +123.9% |
| 1Y | +167.6% | +143.8% | +23.9% | +175.9% |
| 3Y | +776.8% | +104.2% | +672.6% | +689.6% |
| All | +776.8% | +97.7% | +679.1% | +689.6% |
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