-38.5%
FIX vs REPL
+63.3%
-101.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +0.2% | -15.3% | -15.1% |
| 7D | -18.9% | +28.8% | -47.7% | -21.1% |
| 30D | -36.3% | +57.3% | -93.6% | -40.4% |
| 3M | -38.5% | +73.6% | -112.1% | -42.1% |
| All | -38.5% | +63.3% | -101.8% | -42.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling