+702.6%
UMAC vs REPL
+99.9%
+602.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.2% | -4.2% | -6.3% |
| 7D | +3.3% | -9.6% | +12.8% | +3.8% |
| 30D | -10.4% | +5.7% | -16.1% | -10.7% |
| 3M | +1.8% | +56.4% | -54.6% | -3.1% |
| 6M | +40.7% | +67.4% | -26.7% | +26.1% |
| YTD | +90.9% | +48.7% | +42.2% | +71.7% |
| 1Y | +151.8% | +148.3% | +3.5% | +115.2% |
| All | +702.6% | +99.9% | +602.8% | +359.4% |
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 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