-48.6%
NIO vs REPL
+10.2%
-58.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +8.0% | -2.1% | +5.3% |
| 7D | +5.6% | +22.8% | -17.2% | +3.8% |
| 30D | -4.2% | +63.8% | -68.0% | -8.3% |
| 3M | -26.3% | +68.1% | -94.4% | -29.8% |
| 6M | -42.5% | +528.5% | -571.0% | -54.9% |
| YTD | -33.5% | +122.4% | -156.0% | -45.7% |
| 1Y | -52.7% | +154.4% | -207.0% | -62.0% |
| 3Y | -57.5% | +68.0% | -125.5% | -74.8% |
| 5Y | -92.0% | -35.4% | -56.6% | -94.3% |
| All | -48.6% | +10.2% | -58.9% | -76.7% |
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