-25.5%
UBER vs REPL
+136.9%
-162.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.8% |
| 7D | -7.0% | -9.6% | +2.6% | -7.0% |
| 30D | -8.9% | +5.7% | -14.6% | -8.9% |
| 3M | +1.0% | +56.4% | -55.4% | +1.0% |
| 6M | -3.7% | +67.4% | -71.2% | -4.2% |
| YTD | -13.0% | +48.7% | -61.7% | -13.4% |
| 1Y | -25.5% | +148.3% | -173.8% | -26.2% |
| All | -25.5% | +136.9% | -162.4% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling