+144.5%
REPL vs FDS
-20.8%
+165.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -2.4% |
| 7D | -5.7% | -5.4% | -0.4% | -6.4% |
| 30D | +22.5% | +1.6% | +20.9% | +22.8% |
| 3M | +64.7% | +17.7% | +46.9% | +66.1% |
| 6M | +83.0% | +29.1% | +54.0% | +85.1% |
| YTD | +52.0% | +1.0% | +51.0% | +90.5% |
| 1Y | +144.5% | -21.6% | +166.2% | +491.7% |
| All | +144.5% | -20.8% | +165.4% | +491.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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