+96.6%
USB vs REPL
+42.0%
+54.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +2.4% | +28.8% | -26.4% | +2.1% |
| 30D | +6.6% | +57.3% | -50.8% | +6.1% |
| 3M | -4.1% | +73.6% | -77.7% | -4.7% |
| 6M | +12.5% | +582.8% | -570.4% | +9.0% |
| YTD | +17.6% | +112.9% | -95.2% | +15.2% |
| 1Y | +36.5% | +130.7% | -94.2% | +33.3% |
| All | +96.6% | +42.0% | +54.6% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling