+139.2%
UAL vs REPL
-54.3%
+193.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.6% |
| 7D | +0.7% | -3.0% | +3.7% | +0.8% |
| 30D | -16.1% | +27.1% | -43.2% | -16.9% |
| 3M | +6.1% | +52.4% | -46.2% | +3.0% |
| 6M | +10.8% | +107.4% | -96.6% | +1.6% |
| YTD | -0.4% | +54.7% | -55.1% | -7.3% |
| 1Y | +5.0% | +158.9% | -153.8% | -8.3% |
| 3Y | +124.0% | -23.7% | +147.7% | +92.3% |
| All | +139.2% | -54.3% | +193.5% | +106.5% |
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