+10.2%
DIS vs REPL
+35.1%
-24.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.6% |
| 7D | +5.2% | +22.8% | -17.5% | +4.7% |
| 30D | +11.5% | +63.8% | -52.3% | +9.9% |
| 3M | +11.5% | +68.1% | -56.6% | +9.8% |
| 6M | +8.9% | +528.5% | -519.6% | +0.5% |
| YTD | +3.4% | +122.4% | -119.0% | -3.1% |
| 1Y | +7.2% | +154.4% | -147.2% | -0.2% |
| 3Y | +43.3% | +68.0% | -24.7% | +21.0% |
| 5Y | -31.4% | -35.4% | +3.9% | -39.1% |
| All | +10.2% | +35.1% | -24.9% | -14.6% |
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