+28.5%
DECK vs REPL
-37.4%
+65.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.2% | +5.8% | +6.0% |
| 7D | +10.4% | +28.8% | -18.5% | +10.0% |
| 30D | +11.1% | +57.3% | -46.2% | +10.5% |
| 3M | -10.8% | +73.6% | -84.3% | -11.4% |
| 6M | -8.7% | +582.8% | -591.6% | -13.2% |
| YTD | -14.0% | +112.9% | -126.9% | -16.8% |
| 1Y | +12.0% | +130.7% | -118.6% | +8.0% |
| 3Y | -10.5% | +45.7% | -56.2% | -20.3% |
| 5Y | +28.5% | -37.9% | +66.4% | +28.5% |
| All | +28.5% | -37.4% | +65.9% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling