-34.5%
UPS vs REPL
-35.6%
+1.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.0% | -10.5% | -2.6% |
| 7D | 0.0% | +22.8% | -22.7% | -0.2% |
| 30D | +17.3% | +63.8% | -46.4% | +16.5% |
| 3M | +6.6% | +68.1% | -61.5% | +5.8% |
| 6M | +12.0% | +528.5% | -516.5% | +8.3% |
| YTD | +14.4% | +122.4% | -108.1% | +11.4% |
| 1Y | +23.3% | +154.4% | -131.0% | +19.8% |
| 3Y | -9.6% | +68.0% | -77.6% | -17.7% |
| All | -34.5% | -35.6% | +1.2% | -36.7% |
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