+34.3%
DLR vs REPL
-54.3%
+88.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.3% |
| 7D | +1.6% | -3.0% | +4.5% | +1.6% |
| 30D | -3.4% | +27.1% | -30.5% | -3.7% |
| 3M | +0.5% | +52.4% | -51.9% | -0.6% |
| 6M | +4.6% | +107.4% | -102.9% | +0.8% |
| YTD | +23.4% | +54.7% | -31.3% | +19.9% |
| 1Y | +19.0% | +158.9% | -139.8% | +12.2% |
| 3Y | +56.5% | -23.7% | +80.3% | +47.5% |
| All | +34.3% | -54.3% | +88.6% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling