+52.8%
DG vs REPL
+35.1%
+17.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.0% | -11.1% | -3.2% |
| 7D | +1.1% | +22.8% | -21.7% | +0.7% |
| 30D | +9.5% | +63.8% | -54.3% | +8.6% |
| 3M | +5.5% | +68.1% | -62.7% | +4.5% |
| 6M | +16.1% | +528.5% | -512.4% | +10.2% |
| YTD | +2.7% | +122.4% | -119.8% | -1.5% |
| 1Y | +42.1% | +154.4% | -112.3% | +35.9% |
| 3Y | +19.3% | +68.0% | -48.7% | +6.3% |
| 5Y | -35.3% | -35.4% | 0.0% | -40.0% |
| All | +52.8% | +35.1% | +17.7% | +24.3% |
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