+37.7%
UAL vs REPL
-6.0%
+43.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.6% |
| 7D | +0.7% | -3.0% | +3.7% | +0.9% |
| 30D | -16.1% | +27.1% | -43.2% | -17.5% |
| 3M | +6.1% | +52.4% | -46.2% | +0.3% |
| 6M | +10.8% | +107.4% | -96.6% | -4.8% |
| YTD | -0.4% | +54.7% | -55.1% | -12.5% |
| 1Y | +5.0% | +158.9% | -153.8% | -16.2% |
| 3Y | +124.0% | -23.7% | +147.7% | +68.2% |
| 5Y | +141.0% | -54.3% | +195.3% | +87.4% |
| All | +37.7% | -6.0% | +43.7% | -18.3% |
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