+43.7%
REPL vs FIVN
-20.0%
+63.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.6% | -6.7% |
| 7D | +5.3% | -22.8% | +28.0% | +10.4% |
| 30D | +66.6% | -21.3% | +87.9% | +73.9% |
| 3M | +59.6% | -14.0% | +73.5% | +61.9% |
| 6M | +482.4% | +31.1% | +451.2% | +419.0% |
| YTD | +124.1% | +40.0% | +84.1% | +85.9% |
| 1Y | +138.6% | +38.1% | +100.5% | +98.0% |
| 3Y | +96.0% | -55.7% | +151.7% | +111.8% |
| 5Y | -35.4% | -82.5% | +47.1% | -11.1% |
| All | +43.7% | -20.0% | +63.7% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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