+143.2%
DIA vs REPL
+37.4%
+105.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | +1.6% | +9.8% | -8.2% | +1.3% |
| 30D | +1.2% | +81.5% | -80.3% | -0.7% |
| 3M | -2.4% | +44.2% | -46.6% | -3.7% |
| 6M | +5.7% | +437.4% | -431.7% | -2.7% |
| YTD | +9.9% | +126.1% | -116.2% | +2.1% |
| 1Y | +9.8% | +143.1% | -133.3% | +1.6% |
| 3Y | +59.8% | +97.8% | -38.1% | +31.7% |
| 5Y | +57.7% | -34.3% | +92.0% | +39.1% |
| All | +143.2% | +37.4% | +105.8% | +76.1% |
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