+154.4%
REPL vs URA
-31.4%
+185.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.4% | +3.6% | +7.2% |
| 7D | +22.8% | -4.1% | +26.9% | +23.5% |
| 30D | +63.8% | -19.0% | +82.8% | +69.0% |
| 3M | +68.1% | -25.1% | +93.3% | +75.3% |
| 6M | +528.5% | -44.5% | +573.0% | +583.0% |
| YTD | +122.4% | -24.3% | +146.7% | +144.0% |
| 1Y | +154.4% | -28.1% | +182.5% | +180.2% |
| All | +154.4% | -31.4% | +185.7% | +180.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling