+347.7%
DECK vs REPL
+25.1%
+322.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.4% |
| 7D | +6.0% | +15.1% | -9.1% | +5.5% |
| 30D | +7.4% | +51.1% | -43.6% | +5.7% |
| 3M | -11.7% | +69.2% | -80.9% | -13.6% |
| 6M | -11.0% | +597.6% | -608.5% | -21.5% |
| YTD | -15.4% | +106.0% | -121.3% | -22.9% |
| 1Y | +7.2% | +133.3% | -126.1% | -3.2% |
| 3Y | -11.8% | +41.0% | -52.8% | -31.2% |
| 5Y | +24.3% | -40.1% | +64.5% | +4.6% |
| All | +347.7% | +25.1% | +322.5% | +181.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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