+127.9%
UAL vs REPL
-33.0%
+160.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.0% | +3.8% | +6.7% |
| 7D | +10.2% | +14.2% | -4.0% | +9.7% |
| 30D | +12.0% | +65.9% | -53.8% | +9.9% |
| 3M | -7.1% | +84.6% | -91.7% | -9.3% |
| 6M | +20.9% | +446.9% | -426.0% | +9.4% |
| YTD | +7.7% | +129.0% | -121.4% | -1.3% |
| 1Y | +23.6% | +167.9% | -144.3% | +12.2% |
| 3Y | +222.6% | +93.9% | +128.7% | +146.4% |
| 5Y | +127.9% | -33.0% | +160.9% | +100.6% |
| All | +127.9% | -33.0% | +160.9% | +100.6% |
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