+153.0%
DASH vs REPL
-22.6%
+175.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.6% |
| 7D | -10.6% | -3.0% | -7.6% | -10.5% |
| 30D | +2.2% | +27.1% | -25.0% | +1.8% |
| 3M | +32.3% | +52.4% | -20.1% | +30.8% |
| 6M | +19.1% | +107.4% | -88.3% | +14.8% |
| YTD | -6.5% | +54.7% | -61.2% | -9.2% |
| 1Y | -14.9% | +158.9% | -173.8% | -19.8% |
| All | +153.0% | -22.6% | +175.7% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling