+148.0%
DIA vs REPL
-6.0%
+154.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | -0.2% | -3.0% | +2.8% | -0.1% |
| 30D | -1.5% | +27.1% | -28.7% | -2.3% |
| 3M | +3.8% | +52.4% | -48.6% | +1.0% |
| 6M | +10.3% | +107.4% | -97.2% | +2.7% |
| YTD | +12.1% | +54.7% | -42.6% | +5.5% |
| 1Y | +18.6% | +158.9% | -140.2% | +6.8% |
| 3Y | +60.6% | -23.7% | +84.4% | +40.9% |
| 5Y | +64.4% | -54.3% | +118.8% | +46.7% |
| All | +148.0% | -6.0% | +154.0% | +82.0% |
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