+64.9%
DGX vs REPL
-53.9%
+118.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | 0.0% |
| 7D | -2.2% | -9.6% | +7.4% | -2.2% |
| 30D | -0.9% | +5.7% | -6.6% | -0.9% |
| 3M | +15.6% | +56.4% | -40.8% | +15.7% |
| 6M | +17.8% | +67.4% | -49.6% | +17.9% |
| YTD | +37.5% | +48.7% | -11.2% | +37.7% |
| 1Y | +31.2% | +148.3% | -117.1% | +30.3% |
| 3Y | +96.6% | -26.7% | +123.3% | +95.3% |
| 5Y | +64.9% | -54.1% | +119.1% | +56.3% |
| All | +64.9% | -53.9% | +118.8% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling