+7.9%
DT vs REPL
+126.3%
-118.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.4% | +10.0% | +1.6% |
| 7D | -2.5% | -13.4% | +10.9% | -2.5% |
| 30D | +3.5% | -3.0% | +6.5% | +3.5% |
| 3M | +26.7% | +56.3% | -29.6% | +26.3% |
| 6M | +36.1% | +60.9% | -24.7% | +36.6% |
| YTD | +18.6% | +36.2% | -17.6% | +19.5% |
| 1Y | +7.9% | +121.0% | -113.1% | +5.4% |
| All | +7.9% | +126.3% | -118.4% | +5.4% |
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 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