-100.0%
DFNS vs REPL
+48.4%
-148.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +8.0% | -20.2% | -10.5% |
| 7D | -44.0% | +22.8% | -66.8% | -41.2% |
| 30D | -69.1% | +63.8% | -132.9% | -65.4% |
| 3M | -95.6% | +68.1% | -163.7% | -95.0% |
| 6M | -96.2% | +528.5% | -624.7% | -91.4% |
| YTD | -99.6% | +122.4% | -222.0% | -99.1% |
| 1Y | -99.7% | +154.4% | -254.1% | -99.4% |
| 3Y | -100.0% | +68.0% | -168.0% | -99.9% |
| All | -100.0% | +48.4% | -148.4% | -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