+253.0%
UMC vs REPL
-24.7%
+277.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +5.1% |
| 7D | +6.6% | -5.7% | +12.3% | +6.7% |
| 30D | +16.6% | +22.5% | -5.9% | +16.3% |
| 3M | +11.0% | +64.7% | -53.6% | +10.0% |
| 6M | +131.3% | +83.0% | +48.3% | +128.6% |
| YTD | +182.5% | +52.0% | +130.5% | +179.8% |
| 1Y | +222.3% | +144.5% | +77.7% | +215.3% |
| 3Y | +253.0% | -25.1% | +278.1% | +244.0% |
| All | +253.0% | -24.7% | +277.7% | +244.0% |
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