+141.9%
RY vs REPL
-54.3%
+196.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.5% |
| 3M | +8.7% | +52.4% | -43.7% | +7.9% |
| 6M | +28.5% | +107.4% | -78.9% | +25.8% |
| YTD | +25.1% | +54.7% | -29.6% | +23.0% |
| 1Y | +46.3% | +158.9% | -112.6% | +41.6% |
| 3Y | +154.9% | -23.7% | +178.7% | +145.8% |
| All | +141.9% | -54.3% | +196.2% | +136.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling