+105.8%
DAL vs REPL
-54.3%
+160.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.9% |
| 7D | +0.1% | -3.0% | +3.1% | +0.2% |
| 30D | -13.9% | +27.1% | -41.1% | -14.6% |
| 3M | +1.1% | +52.4% | -51.3% | -1.6% |
| 6M | +26.2% | +107.4% | -81.2% | +16.7% |
| YTD | +16.4% | +54.7% | -38.3% | +8.9% |
| 1Y | +33.9% | +158.9% | -125.0% | +19.1% |
| 3Y | +93.4% | -23.7% | +117.1% | +70.1% |
| All | +105.8% | -54.3% | +160.1% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling