-52.3%
USAR vs REPL
+142.3%
-194.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.4% |
| 7D | +8.8% | +9.8% | -1.0% | +8.4% |
| 30D | -28.5% | +81.5% | -110.0% | -29.9% |
| 3M | -56.2% | +44.2% | -100.4% | -56.8% |
| 6M | -68.4% | +437.4% | -505.8% | -69.6% |
| YTD | -32.2% | +126.1% | -158.3% | -41.7% |
| 1Y | -52.3% | +143.1% | -195.4% | -61.3% |
| All | -52.3% | +142.3% | -194.6% | -61.3% |
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 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