-9.3%
UL vs REPL
+161.1%
-170.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | -0.1% |
| 7D | -1.3% | -3.0% | +1.6% | -1.4% |
| 30D | +0.5% | +27.1% | -26.7% | +1.0% |
| 3M | +17.6% | +52.4% | -34.8% | +20.0% |
| 6M | -5.4% | +107.4% | -112.8% | -3.4% |
| YTD | +0.7% | +54.7% | -54.0% | +2.8% |
| 1Y | -9.3% | +158.9% | -168.1% | -7.4% |
| All | -9.3% | +161.1% | -170.4% | -7.4% |
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