-26.7%
DT vs REPL
-54.3%
+27.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.6% |
| 7D | -3.3% | -3.0% | -0.3% | -3.2% |
| 30D | +2.0% | +27.1% | -25.1% | +1.3% |
| 3M | +20.0% | +52.4% | -32.4% | +17.0% |
| 6M | +39.3% | +107.4% | -68.2% | +30.1% |
| YTD | +19.8% | +54.7% | -35.0% | +13.3% |
| 1Y | +4.3% | +158.9% | -154.6% | -6.3% |
| 3Y | +7.7% | -23.7% | +31.4% | -1.2% |
| All | -26.7% | -54.3% | +27.6% | -32.2% |
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 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