+37.1%
UL vs REPL
+45.5%
-8.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -0.2% |
| 7D | +2.6% | +12.7% | -10.2% | +2.5% |
| 30D | +6.8% | +73.5% | -66.7% | +6.2% |
| 3M | +5.7% | +70.3% | -64.6% | +5.2% |
| 6M | +15.9% | +472.0% | -456.1% | +12.0% |
| YTD | +4.3% | +139.5% | -135.2% | +1.2% |
| 1Y | -0.4% | +167.3% | -167.7% | -3.6% |
| 3Y | +35.0% | +109.5% | -74.6% | +21.7% |
| 5Y | +31.6% | -29.9% | +61.5% | +23.8% |
| All | +37.1% | +45.5% | -8.4% | +12.7% |
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 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