+77.6%
UMC vs REPL
-35.0%
+112.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | +11.2% | +1.2% | +9.9% | +11.1% |
| 30D | -28.0% | +92.2% | -120.2% | -29.3% |
| 3M | -20.5% | +44.1% | -64.6% | -21.4% |
| 6M | -1.6% | +313.0% | -314.6% | -6.7% |
| YTD | +99.4% | +125.2% | -25.8% | +89.0% |
| 1Y | +120.4% | +143.8% | -23.4% | +108.2% |
| 3Y | +134.2% | +104.2% | +30.0% | +93.7% |
| All | +77.6% | -35.0% | +112.6% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling