-35.4%
REPL vs URA
+37.5%
-72.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.9% | -6.8% |
| 7D | +5.3% | +2.9% | +2.4% | +4.4% |
| 30D | +66.6% | -10.8% | +77.5% | +71.3% |
| 3M | +59.6% | -25.5% | +85.1% | +71.1% |
| 6M | +482.4% | -41.2% | +523.6% | +559.3% |
| YTD | +124.1% | -21.3% | +145.3% | +129.7% |
| 1Y | +138.6% | -25.7% | +164.3% | +147.8% |
| 3Y | +96.0% | +43.1% | +53.0% | +54.8% |
| 5Y | -35.4% | +35.6% | -71.0% | -50.4% |
| All | -35.4% | +37.5% | -72.9% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling