+105.1%
DLR vs REPL
+36.8%
+68.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | +3.3% | +1.2% | +2.1% | +3.3% |
| 30D | +4.6% | +92.2% | -87.6% | +2.7% |
| 3M | -8.3% | +44.1% | -52.4% | -9.3% |
| 6M | -5.6% | +313.0% | -318.6% | -11.3% |
| YTD | +18.7% | +125.2% | -106.5% | +11.3% |
| 1Y | +17.1% | +143.8% | -126.7% | +9.4% |
| 3Y | +54.4% | +104.2% | -49.8% | +28.3% |
| 5Y | +36.5% | -34.5% | +71.0% | +20.9% |
| All | +105.1% | +36.8% | +68.3% | +57.4% |
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