+145.3%
UMC vs REPL
-53.9%
+199.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.0% |
| 7D | +13.6% | -9.6% | +23.2% | +13.9% |
| 30D | +20.8% | +5.7% | +15.0% | +20.5% |
| 3M | +16.1% | +56.4% | -40.2% | +13.5% |
| 6M | +137.3% | +67.4% | +69.9% | +126.7% |
| YTD | +193.8% | +48.7% | +145.1% | +181.4% |
| 1Y | +236.1% | +148.3% | +87.8% | +209.4% |
| 3Y | +267.1% | -26.7% | +293.8% | +241.4% |
| 5Y | +145.3% | -54.1% | +199.4% | +135.9% |
| All | +145.3% | -53.9% | +199.2% | +135.9% |
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 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