+42.6%
REPL vs DAR
+153.9%
-111.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.0% | +9.0% | +8.3% |
| 7D | +22.8% | -9.9% | +32.7% | +26.7% |
| 30D | +63.8% | -16.4% | +80.2% | +72.3% |
| 3M | +68.1% | -17.1% | +85.2% | +77.1% |
| 6M | +528.5% | -20.5% | +549.0% | +571.8% |
| YTD | +122.4% | +39.4% | +83.0% | +93.8% |
| 1Y | +154.4% | +57.2% | +97.1% | +112.1% |
| 3Y | +68.0% | +13.9% | +54.1% | +49.4% |
| 5Y | -35.4% | -40.8% | +5.4% | -29.0% |
| All | +42.6% | +153.9% | -111.3% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling