+49.0%
UAL vs REPL
+45.5%
+3.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.4% | -0.1% |
| 7D | +12.5% | +12.7% | -0.3% | +11.6% |
| 30D | +12.2% | +73.5% | -61.3% | +8.2% |
| 3M | -2.6% | +70.3% | -72.9% | -6.0% |
| 6M | +21.1% | +472.0% | -450.9% | +1.5% |
| YTD | +7.8% | +139.5% | -131.7% | -8.0% |
| 1Y | +25.4% | +167.3% | -141.9% | +5.8% |
| 3Y | +217.3% | +109.5% | +107.8% | +110.8% |
| 5Y | +132.9% | -29.9% | +162.8% | +76.4% |
| All | +49.0% | +45.5% | +3.5% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling