+108.1%
NI vs REPL
-6.0%
+114.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | +2.0% | -3.0% | +5.0% | +2.1% |
| 30D | -3.5% | +27.1% | -30.7% | -4.1% |
| 3M | -9.1% | +52.4% | -61.5% | -10.8% |
| 6M | -11.8% | +107.4% | -119.3% | -16.4% |
| YTD | +1.1% | +54.7% | -53.6% | -3.4% |
| 1Y | +6.7% | +158.9% | -152.2% | -1.5% |
| 3Y | +71.1% | -23.7% | +94.8% | +54.7% |
| 5Y | +94.3% | -54.3% | +148.6% | +78.1% |
| All | +108.1% | -6.0% | +114.1% | +63.0% |
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