+46.8%
REPL vs URA
+252.4%
-205.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.2% | -3.2% | +0.9% |
| 7D | +14.2% | +4.3% | +9.9% | +12.7% |
| 30D | +65.9% | -11.7% | +77.6% | +72.8% |
| 3M | +84.6% | -23.5% | +108.1% | +100.6% |
| 6M | +446.9% | -37.8% | +484.7% | +529.5% |
| YTD | +129.0% | -19.6% | +148.6% | +134.2% |
| 1Y | +167.9% | -24.8% | +192.6% | +179.2% |
| 3Y | +93.9% | +47.0% | +46.9% | +42.8% |
| 5Y | -33.0% | +35.4% | -68.3% | -51.1% |
| All | +46.8% | +252.4% | -205.6% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling