-33.7%
REPL vs UUUU
-40.6%
+6.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | +1.2% | -1.1% | +2.3% | +1.2% |
| 30D | +92.2% | -21.0% | +113.2% | +99.4% |
| 3M | +44.1% | -54.8% | +98.9% | +64.1% |
| 6M | +313.0% | -67.3% | +380.4% | +392.8% |
| YTD | +125.2% | -54.7% | +179.9% | +140.5% |
| 1Y | +143.8% | -57.4% | +201.2% | +161.5% |
| 3Y | +104.2% | -19.6% | +123.8% | +81.4% |
| All | -33.7% | -40.6% | +6.9% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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