-98.3%
DFNS vs REPL
+136.7%
-235.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -1.3% |
| 7D | +0.8% | -5.7% | +6.5% | -0.7% |
| 30D | -73.2% | +22.5% | -95.7% | -71.5% |
| 3M | -72.4% | +64.7% | -137.1% | -43.5% |
| 6M | -95.2% | +83.0% | -178.2% | -89.6% |
| YTD | -98.0% | +52.0% | -149.9% | -95.7% |
| 1Y | -98.3% | +144.5% | -242.8% | -95.6% |
| All | -98.3% | +136.7% | -235.0% | -95.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling