+1,982.0%
FIX vs REPL
+25.1%
+1,956.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.2% | -8.3% | -11.4% |
| 7D | -27.2% | +15.1% | -42.4% | -27.8% |
| 30D | -46.9% | +51.1% | -98.0% | -48.1% |
| 3M | -44.4% | +69.2% | -113.6% | -46.1% |
| 6M | -50.9% | +597.6% | -648.5% | -57.7% |
| YTD | +3.5% | +106.0% | -102.4% | -7.7% |
| 1Y | -2.1% | +133.3% | -135.4% | -13.5% |
| 3Y | +418.7% | +41.0% | +377.8% | +300.1% |
| 5Y | +894.6% | -40.1% | +934.7% | +721.0% |
| All | +1,982.0% | +25.1% | +1,956.9% | +1,238.9% |
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