-54.1%
REPL vs DTE
+31.9%
-86.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -9.6% | 0.0% | -9.6% | -9.6% |
| 30D | +5.7% | -0.5% | +6.2% | +5.8% |
| 3M | +56.4% | -6.0% | +62.4% | +59.2% |
| 6M | +67.4% | -7.2% | +74.6% | +72.6% |
| YTD | +48.7% | +7.2% | +41.5% | +47.4% |
| 1Y | +148.3% | +4.1% | +144.2% | +149.6% |
| 3Y | -26.7% | +46.9% | -73.6% | -38.8% |
| 5Y | -54.1% | +32.9% | -87.0% | -59.3% |
| All | -54.1% | +31.9% | -86.1% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling