-100.0%
DFNS vs REPL
-35.3%
-64.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +0.9% | -20.3% | -19.2% |
| 7D | -12.7% | +9.8% | -22.5% | -10.7% |
| 30D | -65.2% | +81.5% | -146.7% | -60.6% |
| 3M | -94.6% | +44.2% | -138.8% | -94.1% |
| 6M | -96.2% | +437.4% | -533.7% | -92.2% |
| YTD | -99.6% | +126.1% | -225.7% | -99.2% |
| 1Y | -99.7% | +143.1% | -242.8% | -99.4% |
| 3Y | -100.0% | +97.8% | -197.8% | -99.9% |
| 5Y | -100.0% | -34.3% | -65.7% | -99.9% |
| All | -100.0% | -35.3% | -64.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling