-53.0%
REPL vs URA
+128.0%
-181.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -3.0% | +1.1% | -4.0% | -3.3% |
| 30D | +27.1% | +7.4% | +19.7% | +24.6% |
| 3M | +52.4% | -8.4% | +60.8% | +55.4% |
| 6M | +107.4% | -12.7% | +120.2% | +110.5% |
| YTD | +54.7% | +7.8% | +46.9% | +47.0% |
| 1Y | +158.9% | +19.5% | +139.4% | +136.9% |
| 3Y | -23.7% | +116.4% | -140.2% | -46.2% |
| All | -53.0% | +128.0% | -181.0% | -69.1% |
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