+2,125.9%
DELL vs REPL
-9.7%
+2,135.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.4% |
| 7D | +8.7% | -9.6% | +18.3% | +9.4% |
| 30D | +16.9% | +5.7% | +11.2% | +16.5% |
| 3M | +40.4% | +56.4% | -16.0% | +32.6% |
| 6M | +267.1% | +67.4% | +199.6% | +229.5% |
| YTD | +329.1% | +48.7% | +280.4% | +286.4% |
| 1Y | +346.9% | +148.3% | +198.6% | +282.5% |
| 3Y | +696.6% | -26.7% | +723.3% | +566.0% |
| 5Y | +1,106.2% | -54.1% | +1,160.3% | +921.3% |
| All | +2,125.9% | -9.7% | +2,135.6% | +1,397.2% |
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 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