-36.1%
FIS vs REPL
+645.5%
-681.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.0% | -10.2% | -2.1% |
| 7D | -25.5% | +22.8% | -48.2% | -25.2% |
| 30D | -15.1% | +63.8% | -78.8% | -14.1% |
| 3M | -32.1% | +68.1% | -100.2% | -31.3% |
| 6M | -36.1% | +528.5% | -564.5% | -34.0% |
| All | -36.1% | +645.5% | -681.6% | -34.0% |
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 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