+138.6%
REPL vs FDS
+27.2%
+111.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.7% | -9.2% | -5.5% |
| 7D | +5.3% | -2.1% | +7.4% | +4.7% |
| 30D | +66.6% | +16.0% | +50.6% | +75.5% |
| 3M | +59.6% | +18.8% | +40.8% | +69.8% |
| 6M | +482.4% | +54.1% | +428.2% | +610.4% |
| YTD | +124.1% | +17.0% | +107.1% | +189.8% |
| 1Y | +138.6% | +25.5% | +113.0% | +210.9% |
| All | +138.6% | +27.2% | +111.4% | +210.9% |
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