+97.0%
AUR vs REPL
-27.0%
+124.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | +11.1% | -9.6% | +20.7% | +11.8% |
| 30D | -6.9% | +5.7% | -12.6% | -7.4% |
| 3M | +5.5% | +56.4% | -50.9% | -0.9% |
| 6M | +41.0% | +67.4% | -26.4% | +22.9% |
| YTD | +69.3% | +48.7% | +20.6% | +48.3% |
| 1Y | +14.0% | +148.3% | -134.2% | -7.0% |
| All | +97.0% | -27.0% | +124.0% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling