+31.9%
UL vs REPL
-33.0%
+64.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.0% | +0.9% |
| 7D | +0.3% | +14.2% | -14.0% | +0.3% |
| 30D | +7.0% | +65.9% | -58.9% | +7.2% |
| 3M | +5.8% | +84.6% | -78.8% | +6.1% |
| 6M | +16.1% | +446.9% | -430.8% | +15.9% |
| YTD | +4.5% | +129.0% | -124.5% | +4.5% |
| 1Y | -1.3% | +167.9% | -169.2% | -1.5% |
| 3Y | +35.0% | +93.9% | -58.9% | +29.0% |
| 5Y | +31.9% | -33.0% | +64.9% | +28.8% |
| All | +31.9% | -33.0% | +64.9% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling