+41.2%
USB vs REPL
-54.3%
+95.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.2% |
| 7D | +1.4% | -3.0% | +4.4% | +1.5% |
| 30D | -1.3% | +27.1% | -28.4% | -1.7% |
| 3M | +15.2% | +52.4% | -37.1% | +13.6% |
| 6M | +18.8% | +107.4% | -88.6% | +14.1% |
| YTD | +21.0% | +54.7% | -33.7% | +17.0% |
| 1Y | +34.0% | +158.9% | -124.8% | +25.5% |
| 3Y | +95.3% | -23.7% | +119.1% | +79.8% |
| All | +41.2% | -54.3% | +95.5% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling