+3,374.6%
FIX vs REPL
-6.0%
+3,380.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.0% |
| 7D | +6.0% | -3.0% | +9.0% | +6.2% |
| 30D | -7.2% | +27.1% | -34.4% | -8.5% |
| 3M | -15.9% | +52.4% | -68.2% | -19.5% |
| 6M | +12.7% | +107.4% | -94.7% | +0.5% |
| YTD | +72.8% | +54.7% | +18.1% | +56.6% |
| 1Y | +122.9% | +158.9% | -36.0% | +88.7% |
| 3Y | +774.3% | -23.7% | +798.1% | +612.7% |
| 5Y | +2,049.5% | -54.3% | +2,103.8% | +1,698.2% |
| All | +3,374.6% | -6.0% | +3,380.6% | +2,171.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling