+684.2%
UMAC vs REPL
+108.0%
+576.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.4% | -3.0% |
| 7D | -0.9% | -3.0% | +2.1% | -0.8% |
| 30D | -7.7% | +27.1% | -34.8% | -9.0% |
| 3M | -26.4% | +52.4% | -78.8% | -29.8% |
| 6M | +61.9% | +107.4% | -45.6% | +42.9% |
| YTD | +86.5% | +54.7% | +31.8% | +67.4% |
| 1Y | +156.3% | +158.9% | -2.6% | +118.5% |
| All | +684.2% | +108.0% | +576.1% | +347.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling