+32.1%
REPL vs URA
+217.9%
-185.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.3% | +2.0% | -1.5% |
| 7D | +15.1% | -13.3% | +28.4% | +20.4% |
| 30D | +51.1% | -25.9% | +77.0% | +66.5% |
| 3M | +69.2% | -27.8% | +97.0% | +87.2% |
| 6M | +597.6% | -42.8% | +640.4% | +726.6% |
| YTD | +106.0% | -27.5% | +133.5% | +117.8% |
| 1Y | +133.3% | -35.1% | +168.5% | +155.6% |
| 3Y | +41.0% | +31.1% | +9.9% | +7.8% |
| 5Y | -40.1% | +29.8% | -69.9% | -56.3% |
| All | +32.1% | +217.9% | -185.8% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling