+79.0%
DRI vs REPL
-35.3%
+114.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.5% |
| 7D | -0.3% | +9.8% | -10.1% | -0.5% |
| 30D | +10.8% | +81.5% | -70.7% | +9.5% |
| 3M | +0.9% | +44.2% | -43.3% | +0.1% |
| 6M | +16.3% | +437.4% | -421.1% | +10.3% |
| YTD | +27.8% | +126.1% | -98.4% | +21.8% |
| 1Y | +33.9% | +143.1% | -109.3% | +27.3% |
| 3Y | +67.2% | +97.8% | -30.6% | +44.9% |
| 5Y | +79.0% | -34.3% | +113.3% | +66.4% |
| All | +79.0% | -35.3% | +114.2% | +66.4% |
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