-5.9%
DASH vs REPL
-49.9%
+44.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.6% | -6.1% | -1.7% |
| 7D | -2.8% | +12.7% | -15.5% | -3.4% |
| 30D | -9.3% | +73.5% | -82.8% | -12.1% |
| 3M | -15.1% | +70.3% | -85.4% | -17.8% |
| 6M | +8.7% | +472.0% | -463.3% | -7.3% |
| YTD | -21.3% | +139.5% | -160.8% | -31.7% |
| 1Y | -12.7% | +167.3% | -179.9% | -25.0% |
| 3Y | +103.8% | +109.5% | -5.8% | +29.0% |
| 5Y | -16.8% | -29.9% | +13.1% | -35.6% |
| All | -5.9% | -49.9% | +44.0% | -28.8% |
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 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