-54.1%
REPL vs UUUU
+132.1%
-186.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -9.6% | +1.8% | -11.4% | -9.9% |
| 30D | +5.7% | +1.8% | +3.9% | +5.1% |
| 3M | +56.4% | +1.3% | +55.1% | +55.1% |
| 6M | +67.4% | -26.8% | +94.2% | +71.2% |
| YTD | +48.7% | +0.1% | +48.6% | +39.2% |
| 1Y | +148.3% | +11.2% | +137.0% | +126.9% |
| 3Y | -26.7% | +97.7% | -124.4% | -45.2% |
| 5Y | -54.1% | +127.3% | -181.5% | -69.9% |
| All | -54.1% | +132.1% | -186.2% | -69.9% |
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