+21.8%
DG vs REPL
+97.7%
-75.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.4% |
| 7D | +0.3% | +1.2% | -1.0% | +0.3% |
| 30D | +3.2% | +92.2% | -89.0% | +3.5% |
| 3M | +10.4% | +44.1% | -33.7% | +10.6% |
| 6M | +33.2% | +313.0% | -279.9% | +33.7% |
| YTD | +3.0% | +125.2% | -122.2% | +3.5% |
| 1Y | +31.2% | +143.8% | -112.5% | +32.0% |
| 3Y | +21.8% | +104.2% | -82.4% | +20.6% |
| All | +21.8% | +97.7% | -75.9% | +20.6% |
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 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