+109.6%
UAL vs REPL
-40.1%
+149.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.3% | -4.4% |
| 7D | +5.0% | +15.1% | -10.1% | +4.5% |
| 30D | -1.2% | +51.1% | -52.3% | -2.8% |
| 3M | -16.8% | +69.2% | -86.0% | -18.5% |
| 6M | +18.0% | +597.6% | -579.6% | +5.1% |
| YTD | -1.2% | +106.0% | -107.2% | -9.0% |
| 1Y | +14.3% | +133.3% | -119.0% | +4.4% |
| 3Y | +194.6% | +41.0% | +153.6% | +134.9% |
| 5Y | +109.6% | -40.1% | +149.8% | +93.5% |
| All | +109.6% | -40.1% | +149.7% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling