+82.2%
UBER vs REPL
-6.2%
+88.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.2% |
| 7D | -3.9% | -3.0% | -0.9% | -3.7% |
| 30D | +11.1% | +27.1% | -16.0% | +9.5% |
| 3M | +4.9% | +52.4% | -47.5% | -0.3% |
| 6M | -1.2% | +107.4% | -108.6% | -13.8% |
| YTD | -7.3% | +54.7% | -62.0% | -17.4% |
| 1Y | -17.6% | +158.9% | -176.5% | -32.7% |
| 3Y | +61.1% | -23.7% | +84.8% | +23.7% |
| 5Y | +87.9% | -54.3% | +142.2% | +50.2% |
| All | +82.2% | -6.2% | +88.5% | +13.7% |
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