+31.1%
UL vs REPL
-7.7%
+38.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -1.0% |
| 7D | -1.3% | -5.7% | +4.4% | -1.3% |
| 30D | +0.9% | +22.5% | -21.5% | +0.7% |
| 3M | +14.2% | +64.7% | -50.4% | +13.3% |
| 6M | -3.2% | +83.0% | -86.2% | -5.9% |
| YTD | -0.3% | +52.0% | -52.3% | -2.8% |
| 1Y | -8.8% | +144.5% | -153.3% | -13.2% |
| 3Y | +23.9% | -25.1% | +48.9% | +15.8% |
| 5Y | +21.4% | -52.9% | +74.2% | +14.2% |
| All | +31.1% | -7.7% | +38.8% | +8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling