+594.2%
URI vs REPL
-6.0%
+600.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.7% |
| 7D | -2.0% | -3.0% | +1.0% | -1.8% |
| 30D | -12.9% | +27.1% | -40.1% | -14.5% |
| 3M | -6.7% | +52.4% | -59.1% | -11.9% |
| 6M | +19.0% | +107.4% | -88.5% | +2.6% |
| YTD | +25.5% | +54.7% | -29.2% | +10.4% |
| 1Y | +5.5% | +158.9% | -153.3% | -14.7% |
| 3Y | +111.3% | -23.7% | +135.0% | +61.4% |
| 5Y | +198.6% | -54.3% | +252.9% | +136.7% |
| All | +594.2% | -6.0% | +600.2% | +296.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling