-99.9%
DFNS vs REPL
-31.4%
-68.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -1.1% |
| 7D | +0.8% | -5.7% | +6.5% | -0.2% |
| 30D | -73.2% | +22.5% | -95.7% | -72.0% |
| 3M | -72.4% | +64.7% | -137.1% | -53.5% |
| 6M | -95.2% | +83.0% | -178.2% | -91.3% |
| YTD | -98.0% | +52.0% | -149.9% | -96.4% |
| 1Y | -98.3% | +144.5% | -242.8% | -96.5% |
| 3Y | -99.9% | -25.1% | -74.8% | -99.7% |
| 5Y | -99.9% | -52.9% | -47.0% | -99.7% |
| All | -99.9% | -31.4% | -68.5% | -99.7% |
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