-37.9%
REPL vs DOC
-22.8%
-15.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -1.0% |
| 7D | +28.8% | +8.7% | +20.1% | +25.1% |
| 30D | +57.3% | +7.6% | +49.7% | +52.9% |
| 3M | +73.6% | -5.3% | +78.8% | +76.2% |
| 6M | +582.8% | +27.6% | +555.2% | +486.2% |
| YTD | +112.9% | +32.4% | +80.5% | +80.9% |
| 1Y | +130.7% | +22.9% | +107.8% | +102.6% |
| 3Y | +45.7% | +43.1% | +2.6% | +9.0% |
| 5Y | -37.9% | -21.4% | -16.5% | -31.8% |
| All | -37.9% | -22.8% | -15.1% | -31.8% |
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