+67.4%
DAL vs REPL
-6.0%
+73.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.9% |
| 7D | +0.1% | -3.0% | +3.1% | +0.3% |
| 30D | -13.9% | +27.1% | -41.1% | -15.2% |
| 3M | +1.1% | +52.4% | -51.3% | -3.8% |
| 6M | +26.2% | +107.4% | -81.2% | +10.7% |
| YTD | +16.4% | +54.7% | -38.3% | +4.0% |
| 1Y | +33.9% | +158.9% | -125.0% | +10.4% |
| 3Y | +93.4% | -23.7% | +117.1% | +51.9% |
| 5Y | +106.4% | -54.3% | +160.7% | +66.9% |
| All | +67.4% | -6.0% | +73.4% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling