+75.4%
USAR vs REPL
-28.9%
+104.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.4% |
| 7D | +2.3% | -5.7% | +8.1% | +2.6% |
| 30D | -8.6% | +22.5% | -31.1% | -9.5% |
| 3M | -20.5% | +64.7% | -85.1% | -23.5% |
| 6M | +1.2% | +83.0% | -81.8% | -6.9% |
| YTD | +48.4% | +52.0% | -3.6% | +37.2% |
| 1Y | +30.6% | +144.5% | -113.9% | +14.3% |
| 3Y | +73.6% | -25.1% | +98.7% | +52.9% |
| All | +75.4% | -28.9% | +104.3% | +54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling