-9.4%
DASH vs REPL
-40.1%
+30.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.2% | -6.2% | -9.2% |
| 7D | +0.5% | +15.1% | -14.6% | -0.2% |
| 30D | -7.1% | +51.1% | -58.2% | -9.0% |
| 3M | -13.2% | +69.2% | -82.4% | -15.7% |
| 6M | +8.3% | +597.6% | -589.3% | -7.9% |
| YTD | -20.6% | +106.0% | -126.5% | -29.4% |
| 1Y | -24.4% | +133.3% | -157.7% | -33.6% |
| 3Y | +94.5% | +41.0% | +53.5% | +39.3% |
| 5Y | -9.4% | -40.1% | +30.7% | -28.0% |
| All | -9.4% | -40.1% | +30.6% | -28.0% |
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 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