+454.9%
DE vs REPL
-17.3%
+472.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.4% | +8.5% | +0.4% |
| 7D | -2.4% | -13.4% | +11.0% | -1.9% |
| 30D | +9.7% | -3.0% | +12.7% | +9.7% |
| 3M | +21.4% | +56.3% | -35.0% | +17.7% |
| 6M | +15.0% | +60.9% | -45.9% | +7.5% |
| YTD | +46.4% | +36.2% | +10.2% | +37.5% |
| 1Y | +45.6% | +121.0% | -75.4% | +30.5% |
| 3Y | +76.8% | -32.8% | +109.6% | +52.6% |
| 5Y | +99.4% | -58.7% | +158.1% | +75.6% |
| All | +454.9% | -17.3% | +472.2% | +285.0% |
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 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