+202.1%
URI vs REPL
-29.4%
+231.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.6% | -6.6% | -2.2% |
| 7D | -6.0% | +12.7% | -18.7% | -6.4% |
| 30D | +4.6% | +73.5% | -68.9% | +2.5% |
| 3M | -2.7% | +70.3% | -73.0% | -4.7% |
| 6M | +18.4% | +472.0% | -453.6% | +8.0% |
| YTD | +37.4% | +139.5% | -102.2% | +26.0% |
| 1Y | +30.4% | +167.3% | -136.9% | +19.0% |
| 3Y | +147.9% | +109.5% | +38.4% | +98.8% |
| 5Y | +202.1% | -29.9% | +232.0% | +174.9% |
| All | +202.1% | -29.4% | +231.5% | +174.9% |
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