+580.7%
DELL vs REPL
-33.0%
+613.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.0% | +2.5% | +5.3% |
| 7D | -11.8% | +14.2% | -26.0% | -12.4% |
| 30D | -40.8% | +65.9% | -106.7% | -42.6% |
| 3M | -23.6% | +84.6% | -108.2% | -26.3% |
| 6M | +33.4% | +446.9% | -413.6% | +18.5% |
| YTD | +178.0% | +129.0% | +49.0% | +149.2% |
| 1Y | +138.6% | +167.9% | -29.3% | +112.9% |
| 3Y | +400.9% | +93.9% | +307.0% | +325.1% |
| 5Y | +580.7% | -33.0% | +613.7% | +467.2% |
| All | +580.7% | -33.0% | +613.7% | +467.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling