+93.1%
DAL vs REPL
+45.5%
+47.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.1% | +0.2% |
| 7D | +10.7% | +12.7% | -2.0% | +10.0% |
| 30D | +12.5% | +73.5% | -61.0% | +9.0% |
| 3M | +3.6% | +70.3% | -66.7% | +0.4% |
| 6M | +26.7% | +472.0% | -445.3% | +8.7% |
| YTD | +34.3% | +139.5% | -105.2% | +16.9% |
| 1Y | +59.1% | +167.3% | -108.1% | +37.3% |
| 3Y | +179.9% | +109.5% | +70.3% | +98.0% |
| 5Y | +119.1% | -29.9% | +149.1% | +73.2% |
| All | +93.1% | +45.5% | +47.6% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling