+176.6%
URI vs REPL
-40.1%
+216.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.2% | -3.9% | -7.0% |
| 7D | -12.9% | +15.1% | -28.0% | -13.3% |
| 30D | -3.4% | +51.1% | -54.5% | -4.9% |
| 3M | -10.0% | +69.2% | -79.3% | -11.8% |
| 6M | +12.2% | +597.6% | -585.4% | +1.3% |
| YTD | +29.8% | +106.0% | -76.2% | +19.6% |
| 1Y | +24.6% | +133.3% | -108.7% | +14.3% |
| 3Y | +137.6% | +41.0% | +96.6% | +98.3% |
| 5Y | +176.6% | -40.1% | +216.8% | +147.8% |
| All | +176.6% | -40.1% | +216.7% | +147.8% |
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