+54.8%
UBER vs REPL
-24.7%
+79.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -3.5% |
| 7D | -2.8% | -5.7% | +2.9% | -2.8% |
| 30D | -2.5% | +22.5% | -25.0% | -2.7% |
| 3M | +4.4% | +64.7% | -60.3% | +3.6% |
| 6M | -2.7% | +83.0% | -85.7% | -4.6% |
| YTD | -10.5% | +52.0% | -62.5% | -12.1% |
| 1Y | -22.5% | +144.5% | -167.0% | -24.8% |
| 3Y | +54.8% | -25.1% | +79.9% | +42.5% |
| All | +54.8% | -24.7% | +79.5% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling