-60.4%
REPL vs MKTX
-60.5%
0.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.4% |
| 7D | -14.1% | -0.2% | -13.9% | -14.1% |
| 30D | -15.2% | +0.7% | -16.0% | -15.3% |
| 3M | +49.9% | +40.8% | +9.1% | +42.3% |
| 6M | +63.5% | -8.0% | +71.5% | +67.5% |
| YTD | +32.9% | -8.7% | +41.7% | +36.1% |
| 1Y | +115.0% | -11.8% | +126.8% | +122.5% |
| 3Y | -34.7% | -24.0% | -10.7% | -33.4% |
| All | -60.4% | -60.5% | 0.0% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling