+579.8%
RVMD vs REPL
-53.9%
+633.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.3% |
| 7D | -0.7% | -9.6% | +8.8% | -0.2% |
| 30D | +0.3% | +5.7% | -5.4% | 0.0% |
| 3M | +38.9% | +56.4% | -17.5% | +32.4% |
| 6M | +108.1% | +67.4% | +40.7% | +89.4% |
| YTD | +160.7% | +48.7% | +112.1% | +139.3% |
| 1Y | +407.3% | +148.3% | +259.0% | +306.7% |
| 3Y | +546.6% | -26.7% | +573.3% | +415.0% |
| 5Y | +579.8% | -54.1% | +633.9% | +497.5% |
| All | +579.8% | -53.9% | +633.7% | +497.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling