-49.2%
USAR vs REPL
+163.1%
-212.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.0% | +3.5% | +6.4% |
| 7D | -1.1% | +14.2% | -15.3% | -1.5% |
| 30D | -30.3% | +65.9% | -96.1% | -31.5% |
| 3M | -54.7% | +84.6% | -139.3% | -55.6% |
| 6M | -67.5% | +446.9% | -514.4% | -68.8% |
| YTD | -26.4% | +129.0% | -155.4% | -35.7% |
| All | -49.2% | +163.1% | -212.3% | -59.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling