+52.5%
DAL vs REPL
+152.6%
-100.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.0% | -5.8% | +2.1% |
| 7D | +8.8% | +22.8% | -14.0% | +8.6% |
| 30D | +5.4% | +63.8% | -58.4% | +5.0% |
| 3M | -4.9% | +68.1% | -73.0% | -5.3% |
| 6M | +19.8% | +528.5% | -508.6% | +16.7% |
| YTD | +27.0% | +122.4% | -95.4% | +23.5% |
| 1Y | +52.5% | +154.4% | -101.9% | +41.8% |
| All | +52.5% | +152.6% | -100.1% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling