+115.0%
UMC vs REPL
+125.1%
-10.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -14.7% | +28.8% | -43.5% | -14.7% |
| 30D | -32.9% | +57.3% | -90.2% | -33.0% |
| 3M | -22.2% | +73.6% | -95.7% | -22.4% |
| 6M | +25.9% | +582.8% | -556.9% | +27.8% |
| YTD | +107.9% | +112.9% | -4.9% | +124.5% |
| 1Y | +115.0% | +130.7% | -15.6% | +128.8% |
| All | +115.0% | +125.1% | -10.1% | +128.8% |
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 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