+138.6%
REPL vs URA
-26.7%
+165.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.9% | -6.7% |
| 7D | +5.3% | +2.9% | +2.4% | +4.6% |
| 30D | +66.6% | -10.8% | +77.5% | +69.4% |
| 3M | +59.6% | -25.5% | +85.1% | +66.2% |
| 6M | +482.4% | -41.2% | +523.6% | +526.5% |
| YTD | +124.1% | -21.3% | +145.3% | +142.8% |
| 1Y | +138.6% | -25.7% | +164.3% | +160.2% |
| All | +138.6% | -26.7% | +165.3% | +160.2% |
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