+676.6%
UMAC vs REPL
+83.1%
+593.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.4% | +5.1% | -2.8% |
| 7D | -4.0% | -13.4% | +9.4% | -3.2% |
| 30D | -9.4% | -3.0% | -6.4% | -9.3% |
| 3M | +3.0% | +56.3% | -53.3% | -2.0% |
| 6M | +27.2% | +60.9% | -33.7% | +14.2% |
| YTD | +84.7% | +36.2% | +48.5% | +66.9% |
| 1Y | +136.5% | +121.0% | +15.4% | +103.6% |
| All | +676.6% | +83.1% | +593.4% | +346.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling