-40.1%
REPL vs DOC
-22.1%
-18.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +15.1% | +6.2% | +8.9% | +12.6% |
| 30D | +51.1% | +6.5% | +44.6% | +47.4% |
| 3M | +69.2% | -6.2% | +75.5% | +72.5% |
| 6M | +597.6% | +25.6% | +572.0% | +503.6% |
| YTD | +106.0% | +32.1% | +73.9% | +75.2% |
| 1Y | +133.3% | +20.3% | +113.0% | +107.1% |
| 3Y | +41.0% | +42.7% | -1.8% | +5.6% |
| 5Y | -40.1% | -22.2% | -18.0% | -34.2% |
| All | -40.1% | -22.1% | -18.1% | -34.2% |
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