+104.2%
REPL vs MKTX
-22.1%
+126.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.2% | +0.2% | +1.0% | +1.3% |
| 30D | +92.2% | +0.9% | +91.3% | +92.3% |
| 3M | +44.1% | +2.6% | +41.5% | +44.4% |
| 6M | +313.0% | +20.4% | +292.6% | +326.8% |
| YTD | +125.2% | -7.1% | +132.3% | +136.6% |
| 1Y | +143.8% | -2.8% | +146.5% | +154.2% |
| 3Y | +104.2% | -21.7% | +125.9% | +317.2% |
| All | +104.2% | -22.1% | +126.3% | +317.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling