+12.5%
DIS vs REPL
+45.5%
-33.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | 0.0% |
| 7D | +4.4% | +12.7% | -8.3% | +4.1% |
| 30D | +10.3% | +73.5% | -63.1% | +8.7% |
| 3M | +15.5% | +70.3% | -54.8% | +13.8% |
| 6M | +11.2% | +472.0% | -460.8% | +3.1% |
| YTD | +5.6% | +139.5% | -133.9% | -1.3% |
| 1Y | +7.7% | +167.3% | -159.5% | +0.2% |
| 3Y | +39.3% | +109.5% | -70.2% | +16.1% |
| 5Y | -29.5% | -29.9% | +0.4% | -37.5% |
| All | +12.5% | +45.5% | -33.0% | -13.0% |
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 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