+130.7%
REPL vs DAR
+63.3%
+67.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | 0.0% |
| 7D | +28.8% | -5.7% | +34.5% | +28.3% |
| 30D | +57.3% | -16.6% | +73.9% | +56.5% |
| 3M | +73.6% | -13.1% | +86.6% | +72.7% |
| 6M | +582.8% | -18.8% | +601.6% | +587.9% |
| YTD | +112.9% | +45.3% | +67.6% | +101.1% |
| 1Y | +130.7% | +60.6% | +70.0% | +109.8% |
| All | +130.7% | +63.3% | +67.4% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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