+35.1%
UAL vs REPL
+36.8%
-1.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -3.0% | +1.2% | -4.3% | -3.1% |
| 30D | +10.5% | +92.2% | -81.7% | +5.9% |
| 3M | -13.5% | +44.1% | -57.6% | -15.7% |
| 6M | +14.2% | +313.0% | -298.8% | -1.5% |
| YTD | -2.2% | +125.2% | -127.5% | -16.3% |
| 1Y | +12.5% | +143.8% | -131.3% | -4.4% |
| 3Y | +186.8% | +104.2% | +82.6% | +90.0% |
| 5Y | +119.4% | -34.5% | +153.9% | +67.0% |
| All | +35.1% | +36.8% | -1.7% | -21.8% |
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