+149.5%
URI vs REPL
+97.7%
+51.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +6.7% | +1.2% | +5.5% | +6.7% |
| 30D | +8.9% | +92.2% | -83.3% | +7.2% |
| 3M | +0.5% | +44.1% | -43.6% | -0.4% |
| 6M | +20.7% | +313.0% | -292.4% | +14.9% |
| YTD | +40.0% | +125.2% | -85.2% | +32.3% |
| 1Y | +34.4% | +143.8% | -109.4% | +26.7% |
| 3Y | +149.5% | +104.2% | +45.3% | +118.4% |
| All | +149.5% | +97.7% | +51.7% | +118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling