+143.3%
DELL vs REPL
+125.1%
+18.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.2% | -9.0% | -8.8% |
| 7D | -24.6% | +28.8% | -53.4% | -26.5% |
| 30D | -32.5% | +57.3% | -89.8% | -35.6% |
| 3M | -20.2% | +73.6% | -93.8% | -24.8% |
| 6M | +76.5% | +582.8% | -506.4% | +42.7% |
| YTD | +198.9% | +112.9% | +86.1% | +147.8% |
| 1Y | +143.3% | +130.7% | +12.7% | +91.6% |
| All | +143.3% | +125.1% | +18.2% | +91.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling