+42.6%
REPL vs URA
+231.9%
-189.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.4% | +3.6% | +6.5% |
| 7D | +22.8% | -4.1% | +26.9% | +24.4% |
| 30D | +63.8% | -19.0% | +82.8% | +75.5% |
| 3M | +68.1% | -25.1% | +93.3% | +83.9% |
| 6M | +528.5% | -44.5% | +573.0% | +651.8% |
| YTD | +122.4% | -24.3% | +146.7% | +132.1% |
| 1Y | +154.4% | -28.1% | +182.5% | +169.0% |
| 3Y | +68.0% | +40.7% | +27.3% | +25.0% |
| 5Y | -35.4% | +35.5% | -70.8% | -53.5% |
| All | +42.6% | +231.9% | -189.3% | -50.7% |
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