+170.5%
MAR vs REPL
-6.0%
+176.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.2% |
| 7D | -4.2% | -3.0% | -1.2% | -4.1% |
| 30D | -6.7% | +27.1% | -33.8% | -7.3% |
| 3M | -12.5% | +52.4% | -64.9% | -14.6% |
| 6M | +0.6% | +107.4% | -106.9% | -5.9% |
| YTD | +9.1% | +54.7% | -45.6% | +3.3% |
| 1Y | +26.2% | +158.9% | -132.7% | +13.6% |
| 3Y | +68.2% | -23.7% | +91.9% | +46.5% |
| 5Y | +163.9% | -54.3% | +218.3% | +134.4% |
| All | +170.5% | -6.0% | +176.5% | +92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling