-12.7%
REPL vs DVA
+158.3%
-171.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.9% | -7.5% | -8.1% |
| 7D | -13.4% | -0.2% | -13.2% | -13.4% |
| 30D | -3.0% | +1.7% | -4.7% | -3.4% |
| 3M | +56.3% | -8.7% | +65.0% | +58.7% |
| 6M | +60.9% | +19.7% | +41.2% | +51.1% |
| YTD | +36.2% | +59.6% | -23.4% | +17.1% |
| 1Y | +121.0% | +37.1% | +83.9% | +97.5% |
| 3Y | -32.8% | +89.8% | -122.6% | -50.7% |
| 5Y | -58.7% | +47.4% | -106.0% | -67.7% |
| All | -12.7% | +158.3% | -171.0% | -53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling