+134.2%
UMC vs REPL
+97.7%
+36.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | +11.2% | +1.2% | +9.9% | +11.2% |
| 30D | -28.0% | +92.2% | -120.2% | -28.6% |
| 3M | -20.5% | +44.1% | -64.6% | -20.9% |
| 6M | -1.6% | +313.0% | -314.6% | -3.1% |
| YTD | +99.4% | +125.2% | -25.8% | +96.6% |
| 1Y | +120.4% | +143.8% | -23.4% | +117.1% |
| 3Y | +134.2% | +104.2% | +30.0% | +121.6% |
| All | +134.2% | +97.7% | +36.5% | +121.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling