+143.6%
DIA vs REPL
+39.1%
+104.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +2.1% |
| 7D | +0.8% | +14.2% | -13.4% | +0.4% |
| 30D | +1.4% | +65.9% | -64.5% | -0.3% |
| 3M | -2.7% | +84.6% | -87.3% | -4.7% |
| 6M | +6.2% | +446.9% | -440.7% | -2.3% |
| YTD | +10.1% | +129.0% | -118.9% | +2.2% |
| 1Y | +13.0% | +167.9% | -154.9% | +4.1% |
| 3Y | +61.9% | +93.9% | -32.0% | +33.8% |
| 5Y | +57.1% | -33.0% | +90.0% | +38.5% |
| All | +143.6% | +39.1% | +104.4% | +76.4% |
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