+272.3%
UMAC vs REPL
+202.8%
+69.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.6% |
| 7D | -5.2% | +1.2% | -6.5% | -5.3% |
| 30D | -36.4% | +92.2% | -128.6% | -38.9% |
| 3M | -58.6% | +44.1% | -102.7% | -59.6% |
| 6M | -24.6% | +313.0% | -337.7% | -33.6% |
| YTD | -11.5% | +125.2% | -136.7% | -22.5% |
| 1Y | +16.9% | +143.8% | -126.9% | +1.9% |
| All | +272.3% | +202.8% | +69.5% | +107.4% |
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