+158.9%
REPL vs MKTX
-8.5%
+167.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | -3.0% | +0.4% | -3.4% | -2.8% |
| 30D | +27.1% | +1.1% | +26.1% | +27.6% |
| 3M | +52.4% | +36.1% | +16.3% | +76.2% |
| 6M | +107.4% | -12.9% | +120.3% | +117.7% |
| YTD | +54.7% | -8.5% | +63.3% | +64.5% |
| 1Y | +158.9% | -7.5% | +166.4% | +225.9% |
| All | +158.9% | -8.5% | +167.4% | +225.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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