-53.9%
NIO vs REPL
+125.1%
-179.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.3% | +3.4% |
| 7D | -0.6% | +28.8% | -29.4% | -1.1% |
| 30D | -3.5% | +57.3% | -60.8% | -4.3% |
| 3M | -30.7% | +73.6% | -104.2% | -31.4% |
| 6M | -45.6% | +582.8% | -628.5% | -48.4% |
| YTD | -35.3% | +112.9% | -148.2% | -39.0% |
| 1Y | -53.9% | +130.7% | -184.6% | -56.9% |
| All | -53.9% | +125.1% | -179.0% | -56.9% |
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