+161.8%
MAR vs REPL
-54.3%
+216.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.1% |
| 7D | -4.2% | -3.0% | -1.2% | -4.1% |
| 30D | -6.7% | +27.1% | -33.8% | -6.8% |
| 3M | -12.5% | +52.4% | -64.9% | -12.9% |
| 6M | +0.6% | +107.4% | -106.9% | -1.1% |
| YTD | +9.1% | +54.7% | -45.6% | +7.8% |
| 1Y | +26.2% | +158.9% | -132.7% | +21.8% |
| 3Y | +68.2% | -23.7% | +91.9% | +62.9% |
| All | +161.8% | -54.3% | +216.1% | +151.2% |
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 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