+137.1%
DGX vs REPL
-17.3%
+154.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.4% | +6.5% | -1.7% |
| 7D | -3.5% | -13.4% | +10.0% | -3.2% |
| 30D | -2.7% | -3.0% | +0.3% | -2.7% |
| 3M | +13.9% | +56.3% | -42.4% | +12.1% |
| 6M | +16.0% | +60.9% | -44.9% | +12.1% |
| YTD | +34.9% | +36.2% | -1.3% | +30.8% |
| 1Y | +30.6% | +121.0% | -90.5% | +22.9% |
| 3Y | +93.0% | -32.8% | +125.8% | +77.5% |
| 5Y | +64.4% | -58.7% | +123.1% | +53.0% |
| All | +137.1% | -17.3% | +154.3% | +82.7% |
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