-53.0%
REPL vs DAR
-11.0%
-42.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.4% |
| 7D | -3.0% | +1.4% | -4.3% | -3.3% |
| 30D | +27.1% | +12.8% | +14.3% | +23.6% |
| 3M | +52.4% | +7.4% | +45.0% | +50.4% |
| 6M | +107.4% | +22.3% | +85.2% | +96.8% |
| YTD | +54.7% | +81.1% | -26.4% | +32.3% |
| 1Y | +158.9% | +106.5% | +52.4% | +113.9% |
| 3Y | -23.7% | +5.3% | -29.0% | -26.6% |
| All | -53.0% | -11.0% | -42.0% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling