-100.0%
DFNS vs REPL
+1.2%
-101.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -6.4% | +19.2% | +11.5% |
| 7D | -13.0% | +5.3% | -18.3% | -12.0% |
| 30D | -56.9% | +66.6% | -123.5% | -52.3% |
| 3M | -93.2% | +59.6% | -152.8% | -92.5% |
| 6M | -95.4% | +482.4% | -577.8% | -91.0% |
| YTD | -99.5% | +124.1% | -223.6% | -99.0% |
| 1Y | -99.6% | +138.6% | -238.2% | -99.3% |
| 3Y | -100.0% | +96.0% | -196.0% | -99.9% |
| 5Y | -100.0% | -35.4% | -64.6% | -99.9% |
| All | -100.0% | +1.2% | -101.1% | -99.9% |
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