+70.0%
UBER vs REPL
+35.8%
+34.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.3% | +1.2% |
| 7D | +1.2% | +5.3% | -4.1% | +0.8% |
| 30D | -1.1% | +66.6% | -67.8% | -4.1% |
| 3M | -10.0% | +59.6% | -69.6% | -12.7% |
| 6M | -7.2% | +482.4% | -489.5% | -21.0% |
| YTD | -13.5% | +124.1% | -137.6% | -24.8% |
| 1Y | -24.5% | +138.6% | -163.0% | -34.7% |
| 3Y | +37.0% | +96.0% | -59.0% | -7.7% |
| 5Y | +63.3% | -35.4% | +98.7% | +28.2% |
| All | +70.0% | +35.8% | +34.2% | +3.6% |
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 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