+73.2%
MAR vs REPL
-25.2%
+98.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.1% |
| 7D | -4.2% | -3.0% | -1.2% | -4.2% |
| 30D | -6.7% | +27.1% | -33.8% | -6.5% |
| 3M | -12.5% | +52.4% | -64.9% | -12.0% |
| 6M | +0.6% | +107.4% | -106.9% | +1.6% |
| YTD | +9.1% | +54.7% | -45.6% | +10.4% |
| 1Y | +26.2% | +158.9% | -132.7% | +27.0% |
| All | +73.2% | -25.2% | +98.4% | +70.5% |
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