+14.4%
FIX vs REPL
+125.1%
-110.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +0.2% | -15.3% | -15.1% |
| 7D | -18.9% | +28.8% | -47.7% | -19.3% |
| 30D | -36.3% | +57.3% | -93.6% | -36.9% |
| 3M | -38.5% | +73.6% | -112.1% | -39.3% |
| 6M | -42.3% | +582.8% | -625.1% | -44.1% |
| YTD | +17.1% | +112.9% | -95.8% | +7.9% |
| 1Y | +14.4% | +130.7% | -116.3% | +3.7% |
| All | +14.4% | +125.1% | -110.7% | +3.7% |
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