+229.1%
UMC vs REPL
+126.3%
+102.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.4% | +5.9% | -2.5% |
| 7D | +11.4% | -13.4% | +24.8% | +11.4% |
| 30D | +16.8% | -3.0% | +19.8% | +16.8% |
| 3M | +19.1% | +56.3% | -37.2% | +18.9% |
| 6M | +137.4% | +60.9% | +76.6% | +140.6% |
| YTD | +186.4% | +36.2% | +150.2% | +190.6% |
| 1Y | +229.1% | +121.0% | +108.0% | +232.9% |
| All | +229.1% | +126.3% | +102.8% | +232.9% |
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