-43.0%
DT vs REPL
-35.6%
-7.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.0% | -8.6% | -0.8% |
| 7D | -24.7% | +22.8% | -47.5% | -25.1% |
| 30D | -27.4% | +63.8% | -91.2% | -28.4% |
| 3M | -11.1% | +68.1% | -79.2% | -12.6% |
| 6M | +13.7% | +528.5% | -514.8% | +4.5% |
| YTD | +0.2% | +122.4% | -122.2% | -6.1% |
| 1Y | -5.7% | +154.4% | -160.0% | -12.2% |
| 3Y | -8.1% | +68.0% | -76.1% | -24.7% |
| All | -43.0% | -35.6% | -7.3% | -46.0% |
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 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