+252.2%
RY vs REPL
+35.1%
+217.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.0% | -9.3% | -1.5% |
| 7D | -0.9% | +22.8% | -23.7% | -1.4% |
| 30D | +5.9% | +63.8% | -57.9% | +4.5% |
| 3M | -4.3% | +68.1% | -72.4% | -5.7% |
| 6M | +12.1% | +528.5% | -516.4% | +4.2% |
| YTD | +20.3% | +122.4% | -102.2% | +13.3% |
| 1Y | +41.0% | +154.4% | -113.3% | +32.1% |
| 3Y | +157.5% | +68.0% | +89.5% | +121.5% |
| 5Y | +123.2% | -35.4% | +158.6% | +101.9% |
| All | +252.2% | +35.1% | +217.1% | +165.8% |
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