+47.9%
DE vs REPL
+161.1%
-113.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | +10.0% | -3.0% | +13.0% | +10.0% |
| 30D | +13.3% | +27.1% | -13.8% | +13.4% |
| 3M | +17.5% | +52.4% | -34.9% | +17.8% |
| 6M | +13.6% | +107.4% | -93.9% | +12.8% |
| YTD | +49.8% | +54.7% | -4.9% | +48.9% |
| 1Y | +47.9% | +158.9% | -111.0% | +46.0% |
| All | +47.9% | +161.1% | -113.2% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling