+159.6%
ULTA vs REPL
+36.8%
+122.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +2.5% | +1.2% | +1.2% | +2.4% |
| 30D | +11.5% | +92.2% | -80.7% | +9.3% |
| 3M | +28.1% | +44.1% | -16.0% | +26.5% |
| 6M | +34.2% | +313.0% | -278.8% | +24.8% |
| YTD | +9.2% | +125.2% | -116.0% | +1.2% |
| 1Y | +23.7% | +143.8% | -120.0% | +14.2% |
| 3Y | +69.2% | +104.2% | -35.0% | +33.9% |
| 5Y | +66.6% | -34.5% | +101.2% | +43.9% |
| All | +159.6% | +36.8% | +122.8% | +78.4% |
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 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