-33.7%
FICO vs REPL
+562.9%
-596.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +0.8% |
| 7D | -0.3% | +15.1% | -15.4% | +0.4% |
| 30D | +1.7% | +51.1% | -49.4% | +3.8% |
| 3M | -35.2% | +69.2% | -104.4% | -33.4% |
| 6M | -33.7% | +597.6% | -631.2% | -23.5% |
| All | -33.7% | +562.9% | -596.6% | -23.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling