-0.8%
REPL vs UUUU
+505.4%
-506.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.8% |
| 7D | -3.0% | -1.4% | -1.6% | -2.8% |
| 30D | +27.1% | +16.3% | +10.8% | +23.2% |
| 3M | +52.4% | -16.7% | +69.1% | +56.2% |
| 6M | +107.4% | -33.7% | +141.1% | +115.7% |
| YTD | +54.7% | -0.5% | +55.2% | +45.1% |
| 1Y | +158.9% | +28.9% | +130.0% | +128.3% |
| 3Y | -23.7% | +99.9% | -123.6% | -43.3% |
| 5Y | -54.3% | +135.3% | -189.6% | -69.5% |
| All | -0.8% | +505.4% | -506.2% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling