+657.4%
UMAC vs REPL
+78.7%
+578.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | 0.0% | -2.3% |
| 7D | -3.4% | -14.1% | +10.7% | -2.6% |
| 30D | -15.1% | -15.2% | +0.1% | -14.3% |
| 3M | -10.8% | +49.9% | -60.7% | -14.9% |
| 6M | +15.7% | +63.5% | -47.9% | +3.7% |
| YTD | +80.1% | +32.9% | +47.2% | +63.0% |
| 1Y | +116.7% | +115.0% | +1.7% | +86.9% |
| All | +657.4% | +78.7% | +578.7% | +336.2% |
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