+186.8%
UAL vs REPL
+97.7%
+89.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +9.0% |
| 3M | -13.5% | +44.1% | -57.6% | -14.2% |
| 6M | +14.2% | +313.0% | -298.8% | +9.3% |
| YTD | -2.2% | +125.2% | -127.5% | -6.4% |
| 1Y | +12.5% | +143.8% | -131.3% | +7.4% |
| 3Y | +186.8% | +104.2% | +82.6% | +145.8% |
| All | +186.8% | +97.7% | +89.1% | +145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling