+143.8%
REPL vs DAR
+61.9%
+81.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.3% |
| 7D | +1.2% | +11.6% | -10.3% | +2.5% |
| 30D | +92.2% | -10.2% | +102.4% | +92.0% |
| 3M | +44.1% | -14.8% | +58.9% | +44.6% |
| 6M | +313.0% | -10.1% | +323.1% | +319.7% |
| YTD | +125.2% | +55.5% | +69.7% | +125.5% |
| 1Y | +143.8% | +61.7% | +82.1% | +141.3% |
| All | +143.8% | +61.9% | +81.9% | +141.3% |
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