+51.4%
DG vs REPL
-6.0%
+57.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.5% |
| 7D | +8.4% | -3.0% | +11.4% | +8.4% |
| 30D | +4.9% | +27.1% | -22.2% | +4.5% |
| 3M | +29.3% | +52.4% | -23.0% | +27.4% |
| 6M | -11.3% | +107.4% | -118.7% | -14.8% |
| YTD | +1.8% | +54.7% | -53.0% | -1.7% |
| 1Y | +25.3% | +158.9% | -133.5% | +17.8% |
| 3Y | +9.1% | -23.7% | +32.8% | +0.7% |
| 5Y | -34.9% | -54.3% | +19.5% | -39.3% |
| All | +51.4% | -6.0% | +57.4% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling