-100.0%
DFNS vs REPL
+98.6%
-198.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +0.9% | -20.3% | -19.2% |
| 7D | -12.7% | +9.8% | -22.5% | -10.4% |
| 30D | -65.2% | +81.5% | -146.7% | -60.0% |
| 3M | -94.6% | +44.2% | -138.8% | -94.0% |
| 6M | -96.2% | +437.4% | -533.7% | -91.7% |
| YTD | -99.6% | +126.1% | -225.7% | -99.1% |
| 1Y | -99.7% | +143.1% | -242.8% | -99.3% |
| All | -100.0% | +98.6% | -198.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling