+49.0%
MAR vs REPL
+145.6%
-96.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.0% |
| 7D | +1.8% | +9.8% | -8.0% | +1.9% |
| 30D | +14.3% | +81.5% | -67.2% | +15.4% |
| 3M | +20.0% | +44.2% | -24.2% | +20.8% |
| 6M | +21.7% | +437.4% | -415.7% | +27.6% |
| YTD | +37.7% | +126.1% | -88.4% | +44.3% |
| All | +49.0% | +145.6% | -96.6% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling