+73.3%
DRI vs REPL
-54.3%
+127.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | +0.6% | -3.0% | +3.5% | +0.6% |
| 30D | +3.8% | +27.1% | -23.3% | +3.3% |
| 3M | +13.0% | +52.4% | -39.4% | +11.3% |
| 6M | +8.3% | +107.4% | -99.1% | +3.2% |
| YTD | +20.6% | +54.7% | -34.1% | +15.8% |
| 1Y | +6.5% | +158.9% | -152.4% | -1.3% |
| 3Y | +53.7% | -23.7% | +77.4% | +42.6% |
| All | +73.3% | -54.3% | +127.6% | +63.1% |
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