-5.7%
DT vs REPL
+125.1%
-130.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -25.5% | +28.8% | -54.4% | -25.4% |
| 30D | -22.3% | +57.3% | -79.6% | -22.1% |
| 3M | +2.3% | +73.6% | -71.2% | +2.7% |
| 6M | +20.7% | +582.8% | -562.1% | +23.6% |
| YTD | +7.9% | +112.9% | -104.9% | +16.6% |
| 1Y | -5.7% | +130.7% | -136.4% | +0.2% |
| All | -5.7% | +125.1% | -130.9% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling