+1,086.8%
UMC vs REPL
-19.2%
+1,106.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +2.4% |
| 7D | +9.0% | -14.1% | +23.1% | +9.6% |
| 30D | +17.2% | -15.2% | +32.5% | +17.8% |
| 3M | +11.4% | +49.9% | -38.5% | +8.2% |
| 6M | +137.5% | +63.5% | +74.0% | +122.7% |
| YTD | +193.1% | +32.9% | +160.2% | +176.9% |
| 1Y | +240.3% | +115.0% | +125.3% | +206.9% |
| 3Y | +262.2% | -34.7% | +296.9% | +217.1% |
| 5Y | +143.1% | -59.7% | +202.8% | +114.7% |
| All | +1,086.8% | -19.2% | +1,106.1% | +900.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling