+71.3%
USB vs REPL
-6.0%
+77.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 3M | +15.2% | +52.4% | -37.1% | +11.8% |
| 6M | +18.8% | +107.4% | -88.6% | +9.5% |
| YTD | +21.0% | +54.7% | -33.7% | +12.9% |
| 1Y | +34.0% | +158.9% | -124.8% | +18.5% |
| 3Y | +95.3% | -23.7% | +119.1% | +66.9% |
| 5Y | +40.4% | -54.3% | +94.7% | +22.4% |
| All | +71.3% | -6.0% | +77.3% | +23.3% |
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