+130.7%
REPL vs DVA
+62.2%
+68.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.6% | -1.3% |
| 7D | +28.8% | +4.7% | +24.1% | +27.2% |
| 30D | +57.3% | +7.8% | +49.5% | +54.1% |
| 3M | +73.6% | -15.5% | +89.1% | +79.8% |
| 6M | +582.8% | +25.0% | +557.8% | +520.0% |
| YTD | +112.9% | +69.6% | +43.3% | +80.1% |
| 1Y | +130.7% | +60.6% | +70.1% | +95.9% |
| All | +130.7% | +62.2% | +68.5% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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