+160.9%
RY vs REPL
+37.4%
+123.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.4% | -2.9% |
| 7D | -1.1% | +15.1% | -16.2% | -1.2% |
| 30D | +4.4% | +51.1% | -46.7% | +4.2% |
| 3M | -2.9% | +69.2% | -72.2% | -3.2% |
| 6M | +15.6% | +597.6% | -582.0% | +14.1% |
| YTD | +21.8% | +106.0% | -84.1% | +20.8% |
| 1Y | +42.6% | +133.3% | -90.8% | +41.2% |
| All | +160.9% | +37.4% | +123.5% | +151.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling