+319.1%
DELL vs REPL
+161.1%
+157.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.6% |
| 7D | +14.9% | -3.0% | +17.9% | +15.1% |
| 30D | +13.3% | +27.1% | -13.9% | +11.4% |
| 3M | +24.4% | +52.4% | -28.0% | +18.5% |
| 6M | +258.0% | +107.4% | +150.6% | +223.6% |
| YTD | +320.2% | +54.7% | +265.5% | +279.1% |
| 1Y | +319.1% | +158.9% | +160.2% | +284.4% |
| All | +319.1% | +161.1% | +157.9% | +284.4% |
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