-11.1%
BN vs REPL
+136.7%
-147.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.6% |
| 7D | -1.2% | -5.7% | +4.6% | -1.2% |
| 30D | -10.9% | +22.5% | -33.4% | -10.8% |
| 3M | -11.1% | +64.7% | -75.7% | -10.8% |
| 6M | -4.4% | +83.0% | -87.4% | -3.3% |
| YTD | -14.1% | +52.0% | -66.1% | -13.0% |
| 1Y | -11.1% | +144.5% | -155.6% | -10.7% |
| All | -11.1% | +136.7% | -147.7% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling