+53.6%
REPL vs URA
+240.2%
-186.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.5% | +8.0% | +5.7% |
| 7D | +12.7% | +0.3% | +12.4% | +12.6% |
| 30D | +73.5% | -14.8% | +88.3% | +82.7% |
| 3M | +70.3% | -25.3% | +95.6% | +86.5% |
| 6M | +472.0% | -39.9% | +511.9% | +565.5% |
| YTD | +139.5% | -22.4% | +161.9% | +147.6% |
| 1Y | +167.3% | -29.0% | +196.3% | +183.9% |
| 3Y | +109.5% | +41.0% | +68.6% | +56.5% |
| 5Y | -29.9% | +38.3% | -68.2% | -49.8% |
| All | +53.6% | +240.2% | -186.6% | -47.5% |
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