+141.9%
DRI vs REPL
-7.7%
+149.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.8% |
| 7D | -1.2% | -5.7% | +4.5% | -1.0% |
| 30D | -0.4% | +22.5% | -22.9% | -1.3% |
| 3M | +9.5% | +64.7% | -55.1% | +5.1% |
| 6M | +6.5% | +83.0% | -76.6% | -3.2% |
| YTD | +18.4% | +52.0% | -33.5% | +8.5% |
| 1Y | +4.2% | +144.5% | -140.3% | -10.2% |
| 3Y | +57.1% | -25.1% | +82.1% | +29.9% |
| 5Y | +70.4% | -52.9% | +123.3% | +43.4% |
| All | +141.9% | -7.7% | +149.5% | +55.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling