-53.0%
REPL vs DOC
-24.5%
-28.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.0% |
| 7D | -3.0% | -1.5% | -1.5% | -2.4% |
| 30D | +27.1% | -4.8% | +31.9% | +29.1% |
| 3M | +52.4% | +6.9% | +45.5% | +45.4% |
| 6M | +107.4% | +20.7% | +86.7% | +86.3% |
| YTD | +54.7% | +34.1% | +20.6% | +31.6% |
| 1Y | +158.9% | +22.6% | +136.2% | +128.4% |
| 3Y | -23.7% | +20.8% | -44.6% | -36.8% |
| All | -53.0% | -24.5% | -28.5% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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