+988.8%
UMC vs REPL
-6.0%
+994.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +4.6% |
| 7D | +5.0% | -3.0% | +7.9% | +5.1% |
| 30D | +7.7% | +27.1% | -19.5% | +6.7% |
| 3M | +1.7% | +52.4% | -50.7% | -1.3% |
| 6M | +113.9% | +107.4% | +6.5% | +98.6% |
| YTD | +168.9% | +54.7% | +114.2% | +152.7% |
| 1Y | +207.2% | +158.9% | +48.3% | +175.0% |
| 3Y | +227.7% | -23.7% | +251.4% | +185.3% |
| 5Y | +118.0% | -54.3% | +172.4% | +91.9% |
| All | +988.8% | -6.0% | +994.8% | +813.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling