+40.3%
UPS vs REPL
+36.8%
+3.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +3.8% | +1.2% | +2.5% | +3.7% |
| 30D | +17.4% | +92.2% | -74.8% | +15.2% |
| 3M | +8.2% | +44.1% | -35.9% | +7.0% |
| 6M | +17.9% | +313.0% | -295.1% | +11.2% |
| YTD | +18.7% | +125.2% | -106.5% | +11.7% |
| 1Y | +24.8% | +143.8% | -119.0% | +17.0% |
| 3Y | -4.5% | +104.2% | -108.7% | -19.7% |
| 5Y | -33.2% | -34.5% | +1.3% | -40.1% |
| All | +40.3% | +36.8% | +3.5% | +9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling