+467.6%
DE vs REPL
+36.1%
+431.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.4% | +7.0% | +0.8% |
| 7D | +2.3% | +5.3% | -3.0% | +2.1% |
| 30D | +9.3% | +66.6% | -57.3% | +7.5% |
| 3M | +12.2% | +59.6% | -47.4% | +10.3% |
| 6M | +18.1% | +482.4% | -464.3% | +7.6% |
| YTD | +49.8% | +124.1% | -74.3% | +38.3% |
| 1Y | +46.4% | +138.6% | -92.2% | +34.7% |
| 3Y | +92.5% | +96.0% | -3.5% | +54.3% |
| 5Y | +107.4% | -35.4% | +142.8% | +80.8% |
| All | +467.6% | +36.1% | +431.5% | +287.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling