+158.0%
MAR vs REPL
-35.6%
+193.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.0% | -8.2% | -0.3% |
| 7D | +4.3% | +22.8% | -18.5% | +4.1% |
| 30D | +16.8% | +63.8% | -47.0% | +16.4% |
| 3M | +16.0% | +68.1% | -52.1% | +15.6% |
| 6M | +16.5% | +528.5% | -512.0% | +13.8% |
| YTD | +35.0% | +122.4% | -87.4% | +33.1% |
| 1Y | +49.4% | +154.4% | -105.0% | +46.8% |
| 3Y | +124.1% | +68.0% | +56.1% | +105.5% |
| All | +158.0% | -35.6% | +193.6% | +153.1% |
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