+67.0%
DRI vs REPL
+48.4%
+18.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.0% | -9.0% | -1.1% |
| 7D | +2.8% | +22.8% | -20.0% | +2.6% |
| 30D | +13.3% | +63.8% | -50.5% | +12.7% |
| 3M | +8.2% | +68.1% | -59.9% | +7.6% |
| 6M | +17.5% | +528.5% | -510.9% | +14.0% |
| YTD | +26.9% | +122.4% | -95.5% | +23.7% |
| 1Y | +31.6% | +154.4% | -122.8% | +27.9% |
| 3Y | +67.0% | +68.0% | -1.0% | +55.6% |
| All | +67.0% | +48.4% | +18.6% | +55.6% |
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 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