-10.6%
BN vs REPL
+142.3%
-153.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.0% |
| 7D | -0.3% | +9.8% | -10.1% | -0.2% |
| 30D | +13.6% | +81.5% | -67.9% | +13.9% |
| 3M | -6.7% | +44.2% | -50.9% | -6.5% |
| 6M | -9.0% | +437.4% | -446.4% | -6.4% |
| YTD | -8.8% | +126.1% | -134.9% | -8.3% |
| 1Y | -10.6% | +143.1% | -153.8% | -11.6% |
| All | -10.6% | +142.3% | -153.0% | -11.6% |
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