+96.4%
DE vs REPL
-53.9%
+150.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.8% |
| 7D | +0.7% | -5.7% | +6.4% | +0.7% |
| 30D | +9.6% | +22.5% | -12.8% | +9.4% |
| 3M | +19.0% | +64.7% | -45.7% | +17.8% |
| 6M | +16.1% | +83.0% | -67.0% | +13.1% |
| YTD | +47.0% | +52.0% | -4.9% | +43.6% |
| 1Y | +43.1% | +144.5% | -101.4% | +37.3% |
| 3Y | +77.5% | -25.1% | +102.6% | +68.0% |
| 5Y | +96.4% | -52.9% | +149.2% | +82.8% |
| All | +96.4% | -53.9% | +150.3% | +82.8% |
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