+626.7%
RVMD vs REPL
-12.1%
+638.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | +1.0% | -3.0% | +4.0% | +1.2% |
| 30D | +6.4% | +27.1% | -20.7% | +4.4% |
| 3M | +34.9% | +52.4% | -17.5% | +26.3% |
| 6M | +107.6% | +107.4% | +0.1% | +73.8% |
| YTD | +163.7% | +54.7% | +108.9% | +128.9% |
| 1Y | +439.2% | +158.9% | +280.3% | +300.3% |
| 3Y | +499.2% | -23.7% | +522.9% | +308.6% |
| 5Y | +621.7% | -54.3% | +676.1% | +433.2% |
| All | +626.7% | -12.1% | +638.8% | +367.0% |
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 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