+43.9%
DIS vs REPL
+37.4%
+6.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.8% | -1.4% |
| 7D | +5.7% | +15.1% | -9.4% | +5.7% |
| 30D | +12.7% | +51.1% | -38.4% | +12.6% |
| 3M | +15.2% | +69.2% | -54.0% | +15.1% |
| 6M | +17.6% | +597.6% | -580.0% | +16.2% |
| YTD | +3.8% | +106.0% | -102.1% | +3.1% |
| 1Y | +6.8% | +133.3% | -126.5% | +5.9% |
| All | +43.9% | +37.4% | +6.5% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling