+105.0%
REPL vs DAR
+32.2%
+72.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.6% |
| 7D | +9.8% | +9.2% | +0.6% | +8.2% |
| 30D | +81.5% | -12.3% | +93.8% | +85.3% |
| 3M | +44.2% | -12.7% | +56.9% | +47.0% |
| 6M | +437.4% | -12.8% | +450.2% | +449.8% |
| YTD | +126.1% | +53.8% | +72.4% | +103.6% |
| 1Y | +143.1% | +60.3% | +82.9% | +116.7% |
| All | +105.0% | +32.2% | +72.9% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling