+207.2%
UMC vs REPL
+161.1%
+46.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +4.6% |
| 7D | +5.0% | -3.0% | +7.9% | +5.0% |
| 30D | +7.7% | +27.1% | -19.5% | +7.6% |
| 3M | +1.7% | +52.4% | -50.7% | +1.3% |
| 6M | +113.9% | +107.4% | +6.5% | +116.5% |
| YTD | +168.9% | +54.7% | +114.2% | +172.9% |
| 1Y | +207.2% | +158.9% | +48.3% | +211.1% |
| All | +207.2% | +161.1% | +46.1% | +211.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling