+256.4%
RY vs REPL
+36.1%
+220.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.4% | +7.0% | +0.7% |
| 7D | -3.0% | +5.3% | -8.2% | -3.1% |
| 30D | +6.3% | +66.6% | -60.4% | +4.8% |
| 3M | -2.6% | +59.6% | -62.1% | -3.9% |
| 6M | +13.9% | +482.4% | -468.4% | +6.2% |
| YTD | +21.7% | +124.1% | -102.4% | +14.6% |
| 1Y | +40.4% | +138.6% | -98.1% | +31.9% |
| 3Y | +161.3% | +96.0% | +65.3% | +122.3% |
| 5Y | +126.5% | -35.4% | +161.9% | +105.0% |
| All | +256.4% | +36.1% | +220.3% | +168.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling