+240.2%
MAR vs REPL
+36.8%
+203.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | +1.6% | +1.2% | +0.4% | +1.6% |
| 30D | +13.8% | +92.2% | -78.4% | +11.7% |
| 3M | +20.3% | +44.1% | -23.8% | +18.9% |
| 6M | +21.3% | +313.0% | -291.7% | +13.7% |
| YTD | +37.2% | +125.2% | -88.0% | +28.4% |
| 1Y | +48.4% | +143.8% | -95.3% | +38.3% |
| 3Y | +120.1% | +104.2% | +15.9% | +78.1% |
| 5Y | +182.1% | -34.5% | +216.6% | +148.4% |
| All | +240.2% | +36.8% | +203.3% | +139.3% |
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