+23.9%
UPS vs REPL
-9.7%
+33.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.2% |
| 7D | -3.7% | -9.6% | +5.9% | -3.4% |
| 30D | -3.7% | +5.7% | -9.4% | -3.9% |
| 3M | -6.6% | +56.4% | -62.9% | -8.7% |
| 6M | +2.6% | +67.4% | -64.9% | -2.5% |
| YTD | +4.8% | +48.7% | -43.9% | -0.2% |
| 1Y | +25.3% | +148.3% | -123.0% | +15.0% |
| 3Y | -26.9% | -26.7% | -0.2% | -34.7% |
| 5Y | -33.5% | -54.1% | +20.6% | -40.0% |
| All | +23.9% | -9.7% | +33.6% | -2.4% |
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