+74.9%
USAR vs REPL
-27.6%
+102.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.4% |
| 7D | -2.1% | -3.0% | +0.9% | -2.0% |
| 30D | +2.6% | +27.1% | -24.5% | +1.5% |
| 3M | -35.0% | +52.4% | -87.4% | -37.3% |
| 6M | -6.9% | +107.4% | -114.3% | -15.0% |
| YTD | +48.0% | +54.7% | -6.7% | +36.8% |
| 1Y | +24.8% | +158.9% | -134.1% | +9.0% |
| 3Y | +73.2% | -23.7% | +97.0% | +52.5% |
| All | +74.9% | -27.6% | +102.5% | +53.9% |
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