+12.4%
DIS vs REPL
+39.1%
-26.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -0.9% | +2.0% |
| 7D | +5.3% | +14.2% | -8.9% | +4.9% |
| 30D | +10.2% | +65.9% | -55.6% | +8.7% |
| 3M | +13.5% | +84.6% | -71.0% | +11.5% |
| 6M | +11.1% | +446.9% | -435.8% | +3.2% |
| YTD | +5.5% | +129.0% | -123.5% | -1.2% |
| 1Y | +9.1% | +167.9% | -158.7% | +1.4% |
| 3Y | +36.0% | +93.9% | -57.9% | +13.8% |
| 5Y | -29.8% | -33.0% | +3.1% | -37.7% |
| All | +12.4% | +39.1% | -26.7% | -12.9% |
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