+157.5%
RY vs REPL
-22.6%
+180.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.7% |
| 7D | +3.1% | -3.0% | +6.1% | +3.1% |
| 30D | -0.3% | +27.1% | -27.5% | -0.4% |
| 3M | +8.7% | +52.4% | -43.7% | +8.4% |
| 6M | +28.5% | +107.4% | -78.9% | +27.3% |
| YTD | +25.1% | +54.7% | -29.6% | +24.2% |
| 1Y | +46.3% | +158.9% | -112.6% | +44.1% |
| All | +157.5% | -22.6% | +180.1% | +145.4% |
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 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