+13.8%
FIX vs REPL
+175.2%
-161.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.2% | -0.8% |
| 7D | -13.9% | +12.7% | -26.7% | -14.2% |
| 30D | -35.5% | +73.5% | -109.0% | -36.3% |
| 3M | -33.9% | +70.3% | -104.2% | -34.8% |
| 6M | -43.3% | +472.0% | -515.3% | -44.9% |
| YTD | +18.7% | +139.5% | -120.8% | +8.5% |
| 1Y | +13.8% | +167.3% | -153.5% | -0.3% |
| All | +13.8% | +175.2% | -161.4% | -0.3% |
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