-57.0%
AUR vs REPL
-35.0%
-22.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | -4.5% | +1.2% | -5.8% | -4.7% |
| 30D | -16.6% | +92.2% | -108.8% | -22.3% |
| 3M | -38.5% | +44.1% | -82.6% | -41.1% |
| 6M | -49.9% | +313.0% | -362.9% | -60.5% |
| YTD | +9.6% | +125.2% | -115.6% | -14.3% |
| 1Y | +1.2% | +143.8% | -142.6% | -21.6% |
| 3Y | +128.8% | +104.2% | +24.6% | +16.1% |
| All | -57.0% | -35.0% | -22.0% | -50.8% |
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