+69.9%
NI vs REPL
-25.4%
+95.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.2% |
| 7D | +2.3% | -5.7% | +8.0% | +2.3% |
| 30D | -1.7% | +22.5% | -24.1% | -1.8% |
| 3M | -8.0% | +64.7% | -72.7% | -8.5% |
| 6M | -8.6% | +83.0% | -91.7% | -10.2% |
| YTD | +2.3% | +52.0% | -49.6% | +0.8% |
| 1Y | +6.9% | +144.5% | -137.6% | +4.0% |
| All | +69.9% | -25.4% | +95.3% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling