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  • REPL vs UDR✓SelectedUSD · UDRREPL vs UDR performance historyLatest closeAs of-1.64%09/04
Stock and ETF performance explorer

REPL vs UDR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-0.8%
UDR return
+31.1%
Excess return
-31.9%
Maximum drawdown
-96.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioUDRExcessAlpha
1D-1.6%0.0%-1.7%-1.6%
7D-3.0%-2.0%-1.0%-2.2%
30D+27.1%-5.2%+32.3%+29.6%
3M+52.4%-5.8%+58.2%+55.6%
6M+107.4%-1.7%+109.1%+108.0%
YTD+54.7%+2.4%+52.4%+51.5%
1Y+158.9%-2.1%+161.0%+158.0%
3Y-23.7%+4.2%-27.9%-29.8%
5Y-54.3%-20.0%-34.3%-52.6%
All-0.8%+31.1%-31.9%-2.4%

Cumulative growth

Daily Returns

Daily percentage return beside UDR.

Daily Out/Under-Performance

Portfolio return minus UDR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × UDR 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 all: compounded portfolio wealth divided by compounded UDR 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…

all analysis · Full analysis span regression · 6 months rolling