-18.3%
USAR vs REPL
+4.1%
-22.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +8.0% | +2.9% | +10.5% |
| 7D | -14.5% | +22.8% | -37.3% | -15.3% |
| 30D | -37.8% | +63.8% | -101.6% | -39.3% |
| 3M | -52.8% | +68.1% | -120.9% | -54.0% |
| 6M | -71.2% | +528.5% | -599.7% | -74.3% |
| YTD | -30.9% | +122.4% | -153.3% | -37.3% |
| 1Y | -48.0% | +154.4% | -202.4% | -53.2% |
| 3Y | -19.7% | +68.0% | -87.7% | -30.7% |
| All | -18.3% | +4.1% | -22.4% | -29.4% |
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