+39.3%
UAL vs REPL
+35.1%
+4.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.0% | -6.0% | +1.5% |
| 7D | +8.2% | +22.8% | -14.6% | +6.8% |
| 30D | +2.3% | +63.8% | -61.5% | -0.9% |
| 3M | -12.7% | +68.1% | -80.8% | -15.8% |
| 6M | +12.7% | +528.5% | -515.8% | -6.5% |
| YTD | +0.8% | +122.4% | -121.6% | -13.6% |
| 1Y | +17.8% | +154.4% | -136.6% | -0.4% |
| 3Y | +206.7% | +68.0% | +138.7% | +109.2% |
| 5Y | +113.9% | -35.4% | +149.3% | +63.0% |
| All | +39.3% | +35.1% | +4.2% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling