+22.7%
USB vs REPL
-40.1%
+62.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -2.0% |
| 7D | -1.5% | +15.1% | -16.6% | -1.7% |
| 30D | +4.3% | +51.1% | -46.8% | +3.5% |
| 3M | -6.1% | +69.2% | -75.3% | -7.0% |
| 6M | +9.4% | +597.6% | -588.2% | +3.6% |
| YTD | +15.2% | +106.0% | -90.8% | +10.9% |
| 1Y | +32.8% | +133.3% | -100.6% | +27.3% |
| 3Y | +91.3% | +41.0% | +50.3% | +70.6% |
| 5Y | +22.7% | -40.1% | +62.8% | +16.2% |
| All | +22.7% | -40.1% | +62.7% | +16.2% |
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