-2.6%
REPL vs MKTX
-14.5%
+12.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.7% | +0.4% | -6.2% | -5.8% |
| 30D | +22.5% | +1.0% | +21.5% | +22.2% |
| 3M | +64.7% | +41.3% | +23.4% | +49.6% |
| 6M | +83.0% | -11.3% | +94.4% | +86.4% |
| YTD | +52.0% | -8.6% | +60.5% | +52.9% |
| 1Y | +144.5% | -11.1% | +155.6% | +148.1% |
| 3Y | -25.1% | -24.5% | -0.6% | -24.6% |
| 5Y | -52.9% | -61.4% | +8.5% | -41.7% |
| All | -2.6% | -14.5% | +12.0% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling