+19.0%
URI vs REPL
+107.4%
-88.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.6% |
| 7D | -2.0% | -3.0% | +1.0% | -1.9% |
| 30D | -12.9% | +27.1% | -40.1% | -13.4% |
| 3M | -6.7% | +52.4% | -59.1% | -8.2% |
| 6M | +19.0% | +107.4% | -88.5% | +6.3% |
| All | +19.0% | +107.4% | -88.5% | +6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling