-14.8%
REPL vs DTE
+89.8%
-104.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -1.9% |
| 7D | -14.1% | -2.6% | -11.5% | -13.1% |
| 30D | -15.2% | -4.4% | -10.8% | -13.6% |
| 3M | +49.9% | -8.3% | +58.2% | +55.6% |
| 6M | +63.5% | -8.1% | +71.6% | +71.1% |
| YTD | +32.9% | +4.4% | +28.5% | +31.3% |
| 1Y | +115.0% | +0.2% | +114.8% | +116.9% |
| 3Y | -34.7% | +42.6% | -77.3% | -46.6% |
| 5Y | -59.7% | +31.5% | -91.1% | -66.3% |
| All | -14.8% | +89.8% | -104.6% | -30.1% |
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