-12.8%
DT vs REPL
+97.7%
-110.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +3.1% | +1.2% | +1.9% | +3.1% |
| 30D | -29.5% | +92.2% | -121.7% | -29.8% |
| 3M | -11.7% | +44.1% | -55.8% | -12.0% |
| 6M | +29.0% | +313.0% | -284.0% | +26.8% |
| YTD | +3.4% | +125.2% | -121.8% | +2.1% |
| 1Y | -4.2% | +143.8% | -148.0% | -5.6% |
| 3Y | -12.8% | +104.2% | -117.0% | -17.0% |
| All | -12.8% | +97.7% | -110.6% | -17.0% |
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