+32.3%
DLR vs REPL
-35.6%
+67.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.0% | -8.3% | -0.4% |
| 7D | -3.6% | +22.8% | -26.4% | -3.9% |
| 30D | -3.5% | +63.8% | -67.3% | -4.2% |
| 3M | -8.9% | +68.1% | -77.0% | -9.7% |
| 6M | -11.6% | +528.5% | -540.1% | -15.7% |
| YTD | +14.9% | +122.4% | -107.5% | +10.9% |
| 1Y | +6.4% | +154.4% | -147.9% | +2.3% |
| 3Y | +47.3% | +68.0% | -20.7% | +30.0% |
| All | +32.3% | -35.6% | +67.9% | +21.6% |
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