+114.5%
DLR vs REPL
-7.7%
+122.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.6% |
| 7D | +3.4% | -5.7% | +9.1% | +3.5% |
| 30D | -2.2% | +22.5% | -24.7% | -2.8% |
| 3M | +4.7% | +64.7% | -59.9% | +2.2% |
| 6M | +9.0% | +83.0% | -74.0% | +2.9% |
| YTD | +24.1% | +52.0% | -27.8% | +17.8% |
| 1Y | +20.9% | +144.5% | -123.6% | +10.2% |
| 3Y | +60.0% | -25.1% | +85.1% | +41.5% |
| 5Y | +35.3% | -52.9% | +88.2% | +20.6% |
| All | +114.5% | -7.7% | +122.2% | +66.5% |
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