+154.4%
REPL vs FDS
+29.3%
+125.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.7% | +11.7% | +6.8% |
| 7D | +22.8% | -0.5% | +23.3% | +22.6% |
| 30D | +63.8% | +20.2% | +43.6% | +74.7% |
| 3M | +68.1% | +19.9% | +48.3% | +80.0% |
| 6M | +528.5% | +56.2% | +472.3% | +671.4% |
| YTD | +122.4% | +14.6% | +107.9% | +186.2% |
| 1Y | +154.4% | +31.6% | +122.8% | +233.7% |
| All | +154.4% | +29.3% | +125.1% | +233.7% |
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