+452.7%
DE vs REPL
+36.8%
+415.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +0.3% | +1.2% | -1.0% | +0.2% |
| 30D | +3.6% | +92.2% | -88.6% | +1.4% |
| 3M | +10.2% | +44.1% | -33.9% | +8.8% |
| 6M | +16.6% | +313.0% | -296.4% | +8.0% |
| YTD | +45.8% | +125.2% | -79.4% | +34.6% |
| 1Y | +43.9% | +143.8% | -99.9% | +32.3% |
| 3Y | +89.6% | +104.2% | -14.6% | +51.4% |
| 5Y | +100.3% | -34.5% | +134.9% | +74.5% |
| All | +452.7% | +36.8% | +415.8% | +276.9% |
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