+4.8%
DASH vs REPL
-55.5%
+60.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.2% | +8.1% | +8.3% |
| 7D | +17.2% | +28.8% | -11.7% | +15.6% |
| 30D | +3.6% | +57.3% | -53.8% | +0.9% |
| 3M | -1.9% | +73.6% | -75.4% | -5.1% |
| 6M | +15.1% | +582.8% | -567.8% | -3.8% |
| YTD | -12.3% | +112.9% | -125.2% | -23.4% |
| 1Y | -17.2% | +130.7% | -147.9% | -28.3% |
| 3Y | +114.7% | +45.7% | +69.0% | +47.7% |
| 5Y | -4.3% | -37.9% | +33.7% | -25.4% |
| All | +4.8% | -55.5% | +60.3% | -20.2% |
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