-29.9%
REPL vs DVA
+67.5%
-97.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.4% | +8.0% | +5.1% |
| 7D | +12.7% | -1.6% | +14.3% | +12.9% |
| 30D | +73.5% | 0.0% | +73.5% | +73.1% |
| 3M | +70.3% | -2.4% | +72.7% | +70.6% |
| 6M | +472.0% | -9.8% | +481.7% | +476.3% |
| YTD | +139.5% | +57.8% | +81.7% | +123.4% |
| 1Y | +167.3% | +49.2% | +118.1% | +150.7% |
| 3Y | +109.5% | +116.0% | -6.5% | +78.5% |
| 5Y | -29.9% | +68.5% | -98.4% | -36.8% |
| All | -29.9% | +67.5% | -97.4% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling