+1,334.8%
DELL vs REPL
+36.8%
+1,298.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.8% | -7.2% |
| 7D | +4.9% | +1.2% | +3.6% | +4.7% |
| 30D | -32.1% | +92.2% | -124.3% | -35.2% |
| 3M | -30.2% | +44.1% | -74.3% | -32.2% |
| 6M | +41.7% | +313.0% | -271.3% | +23.8% |
| YTD | +176.6% | +125.2% | +51.4% | +141.3% |
| 1Y | +159.9% | +143.8% | +16.2% | +125.9% |
| 3Y | +388.0% | +104.2% | +283.8% | +272.1% |
| 5Y | +578.2% | -34.5% | +612.7% | +460.9% |
| All | +1,334.8% | +36.8% | +1,298.0% | +835.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling