+510.2%
RVMD vs REPL
+28.5%
+481.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.5% |
| 7D | -0.7% | +9.8% | -10.5% | -1.4% |
| 30D | -6.4% | +81.5% | -87.9% | -10.5% |
| 3M | -14.1% | +44.2% | -58.3% | -16.6% |
| 6M | +21.0% | +437.4% | -416.4% | -0.6% |
| YTD | +121.4% | +126.1% | -4.7% | +86.4% |
| 1Y | +167.9% | +143.1% | +24.7% | +123.2% |
| 3Y | +794.7% | +97.8% | +696.9% | +385.4% |
| 5Y | +437.2% | -34.3% | +471.4% | +286.8% |
| All | +510.2% | +28.5% | +481.7% | +280.4% |
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