-19.0%
USAR vs REPL
+5.4%
-24.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -0.8% | +1.2% | -2.0% | -0.9% |
| 30D | -20.9% | +92.2% | -113.1% | -23.4% |
| 3M | -56.2% | +44.1% | -100.3% | -57.0% |
| 6M | -67.9% | +313.0% | -380.9% | -70.7% |
| YTD | -31.4% | +125.2% | -156.6% | -37.8% |
| 1Y | -45.1% | +143.8% | -188.8% | -50.4% |
| 3Y | -20.3% | +104.2% | -124.5% | -31.2% |
| All | -19.0% | +5.4% | -24.4% | -30.0% |
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