-50.9%
NIO vs REPL
+11.1%
-62.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.2% | -0.7% |
| 7D | -1.8% | +5.3% | -7.1% | -2.2% |
| 30D | -6.6% | +66.6% | -73.3% | -10.8% |
| 3M | -29.9% | +59.6% | -89.4% | -32.9% |
| 6M | -46.6% | +482.4% | -529.0% | -57.7% |
| YTD | -36.5% | +124.1% | -160.5% | -48.2% |
| 1Y | -51.1% | +138.6% | -189.7% | -60.5% |
| 3Y | -55.2% | +96.0% | -151.3% | -74.5% |
| 5Y | -92.3% | -35.4% | -56.9% | -94.5% |
| All | -50.9% | +11.1% | -62.0% | -77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling