+21.9%
FIX vs REPL
+147.5%
-125.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.4% | +11.5% | +5.2% |
| 7D | +6.4% | +5.3% | +1.2% | +6.3% |
| 30D | -29.1% | +66.6% | -95.7% | -29.9% |
| 3M | -31.1% | +59.6% | -90.7% | -31.9% |
| 6M | -42.8% | +482.4% | -525.2% | -44.5% |
| YTD | +24.6% | +124.1% | -99.4% | +14.8% |
| 1Y | +21.9% | +138.6% | -116.6% | +10.8% |
| All | +21.9% | +147.5% | -125.6% | +10.8% |
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