-25.1%
REPL vs DVA
+88.7%
-113.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.5% |
| 7D | -5.7% | +2.2% | -8.0% | -6.0% |
| 30D | +22.5% | -2.0% | +24.5% | +22.8% |
| 3M | +64.7% | -6.3% | +70.9% | +65.1% |
| 6M | +83.0% | +19.4% | +63.6% | +79.2% |
| YTD | +52.0% | +58.5% | -6.5% | +47.2% |
| 1Y | +144.5% | +33.9% | +110.7% | +136.2% |
| 3Y | -25.1% | +88.4% | -113.5% | -31.3% |
| All | -25.1% | +88.7% | -113.7% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling