-0.8%
REPL vs FIVN
-5.2%
+4.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.1% |
| 7D | -3.0% | -2.3% | -0.7% | -2.5% |
| 30D | +27.1% | +12.4% | +14.7% | +22.3% |
| 3M | +52.4% | +36.0% | +16.4% | +36.9% |
| 6M | +107.4% | +86.0% | +21.5% | +64.0% |
| YTD | +54.7% | +65.9% | -11.2% | +25.5% |
| 1Y | +158.9% | +26.5% | +132.4% | +123.4% |
| 3Y | -23.7% | -54.2% | +30.5% | -16.3% |
| 5Y | -54.3% | -80.5% | +26.1% | -37.8% |
| All | -0.8% | -5.2% | +4.4% | -19.8% |
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