+138.6%
REPL vs DAR
+65.2%
+73.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.1% | -11.5% | -5.8% |
| 7D | +5.3% | +3.6% | +1.7% | +5.8% |
| 30D | +66.6% | -11.3% | +77.9% | +65.9% |
| 3M | +59.6% | -13.1% | +72.7% | +59.5% |
| 6M | +482.4% | -15.1% | +497.5% | +487.4% |
| YTD | +124.1% | +50.5% | +73.6% | +123.5% |
| 1Y | +138.6% | +57.9% | +80.6% | +133.8% |
| All | +138.6% | +65.2% | +73.3% | +133.8% |
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