+105.2%
DLR vs REPL
+39.1%
+66.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.0% | +0.4% | +3.3% |
| 7D | +2.4% | +14.2% | -11.9% | +2.0% |
| 30D | +0.7% | +65.9% | -65.1% | -0.7% |
| 3M | -6.4% | +84.6% | -91.0% | -8.1% |
| 6M | -6.5% | +446.9% | -453.5% | -13.1% |
| YTD | +18.8% | +129.0% | -110.2% | +11.4% |
| 1Y | +9.0% | +167.9% | -158.8% | +1.5% |
| 3Y | +54.5% | +93.9% | -39.4% | +29.1% |
| 5Y | +35.8% | -33.0% | +68.8% | +20.3% |
| All | +105.2% | +39.1% | +66.1% | +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