-56.1%
NIO vs REPL
+11.6%
-67.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.9% |
| 7D | -14.5% | +1.2% | -15.7% | -14.6% |
| 30D | -15.0% | +92.2% | -107.1% | -19.6% |
| 3M | -35.6% | +44.1% | -79.7% | -37.8% |
| 6M | -55.7% | +313.0% | -368.7% | -63.5% |
| YTD | -43.1% | +125.2% | -168.3% | -53.6% |
| 1Y | -53.5% | +143.8% | -197.3% | -62.5% |
| 3Y | -59.8% | +104.2% | -164.0% | -77.3% |
| 5Y | -93.2% | -34.5% | -58.7% | -95.2% |
| All | -56.1% | +11.6% | -67.7% | -80.1% |
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