+45.0%
REPL vs DTE
+101.1%
-56.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +9.8% | +3.2% | +6.6% | +8.3% |
| 30D | +81.5% | +8.5% | +73.0% | +75.3% |
| 3M | +44.2% | +1.3% | +42.9% | +43.3% |
| 6M | +437.4% | -0.7% | +438.1% | +436.3% |
| YTD | +126.1% | +10.6% | +115.5% | +117.8% |
| 1Y | +143.1% | +2.6% | +140.5% | +141.8% |
| 3Y | +97.8% | +56.5% | +41.3% | +55.1% |
| 5Y | -34.3% | +46.7% | -81.0% | -47.9% |
| All | +45.0% | +101.1% | -56.2% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling