+138.4%
DIA vs REPL
+35.1%
+103.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.6% |
| 7D | -0.9% | +22.8% | -23.7% | -1.6% |
| 30D | +0.3% | +63.8% | -63.5% | -1.4% |
| 3M | -4.5% | +68.1% | -72.6% | -6.2% |
| 6M | +3.4% | +528.5% | -525.1% | -5.5% |
| YTD | +7.8% | +122.4% | -114.7% | +0.1% |
| 1Y | +10.7% | +154.4% | -143.6% | +2.2% |
| 3Y | +57.5% | +68.0% | -10.5% | +31.5% |
| 5Y | +53.7% | -35.4% | +89.1% | +35.7% |
| All | +138.4% | +35.1% | +103.3% | +72.8% |
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