+26.1%
DECK vs REPL
-54.3%
+80.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.6% |
| 7D | -2.2% | -3.0% | +0.7% | -2.2% |
| 30D | -13.6% | +27.1% | -40.7% | -13.9% |
| 3M | -21.2% | +52.4% | -73.6% | -22.0% |
| 6M | -21.1% | +107.4% | -128.5% | -24.2% |
| YTD | -17.2% | +54.7% | -72.0% | -19.8% |
| 1Y | -30.7% | +158.9% | -189.6% | -35.6% |
| 3Y | -3.4% | -23.7% | +20.4% | -8.2% |
| All | +26.1% | -54.3% | +80.4% | +23.8% |
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