+54.4%
DLR vs REPL
+97.7%
-43.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.4% |
| 3M | -8.3% | +44.1% | -52.4% | -8.4% |
| 6M | -5.6% | +313.0% | -318.6% | -6.1% |
| YTD | +18.7% | +125.2% | -106.5% | +18.2% |
| 1Y | +17.1% | +143.8% | -126.7% | +16.5% |
| 3Y | +54.4% | +104.2% | -49.8% | +46.2% |
| All | +54.4% | +97.7% | -43.4% | +46.2% |
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