+56.2%
DG vs REPL
+39.1%
+17.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +2.1% |
| 7D | +0.7% | +14.2% | -13.5% | +0.4% |
| 30D | +7.4% | +65.9% | -58.4% | +6.5% |
| 3M | +8.5% | +84.6% | -76.1% | +7.3% |
| 6M | +21.9% | +446.9% | -425.1% | +16.1% |
| YTD | +4.9% | +129.0% | -124.1% | +0.6% |
| 1Y | +40.4% | +167.9% | -127.5% | +34.1% |
| 3Y | +23.5% | +93.9% | -70.4% | +9.4% |
| 5Y | -32.3% | -33.0% | +0.7% | -37.3% |
| All | +56.2% | +39.1% | +17.0% | +27.0% |
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