+53.0%
FDX vs REPL
+144.6%
-91.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +5.2% | +1.2% | +3.9% | +5.2% |
| 30D | +11.3% | +92.2% | -80.9% | +11.7% |
| 3M | -4.1% | +44.1% | -48.2% | -3.9% |
| 6M | +9.6% | +313.0% | -303.4% | +11.6% |
| YTD | +40.9% | +125.2% | -84.3% | +43.3% |
| 1Y | +53.0% | +143.8% | -90.7% | +56.0% |
| All | +53.0% | +144.6% | -91.6% | +56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling