+108.1%
DE vs REPL
-29.4%
+137.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -0.6% |
| 7D | +3.3% | +12.7% | -9.5% | +3.2% |
| 30D | +10.7% | +73.5% | -62.7% | +10.2% |
| 3M | +13.1% | +70.3% | -57.2% | +12.5% |
| 6M | +20.2% | +472.0% | -451.8% | +16.7% |
| YTD | +48.9% | +139.5% | -90.6% | +45.0% |
| 1Y | +46.6% | +167.3% | -120.7% | +42.4% |
| 3Y | +91.4% | +109.5% | -18.2% | +73.3% |
| 5Y | +108.1% | -29.9% | +138.1% | +95.0% |
| All | +108.1% | -29.4% | +137.6% | +95.0% |
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 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