+143.1%
REPL vs DTE
+3.0%
+140.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +9.8% | +3.2% | +6.6% | +8.8% |
| 30D | +81.5% | +8.5% | +73.0% | +77.5% |
| 3M | +44.2% | +1.3% | +42.9% | +43.3% |
| 6M | +437.4% | -0.7% | +438.1% | +440.2% |
| YTD | +126.1% | +10.6% | +115.5% | +164.4% |
| 1Y | +143.1% | +2.6% | +140.5% | +194.3% |
| All | +143.1% | +3.0% | +140.2% | +194.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling