-42.6%
NIO vs REPL
-24.7%
-17.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | -6.7% | -5.7% | -0.9% | -6.2% |
| 30D | -20.0% | +22.5% | -42.5% | -21.5% |
| 3M | -30.5% | +64.7% | -95.1% | -36.1% |
| 6M | -20.7% | +83.0% | -103.7% | -34.0% |
| YTD | -25.7% | +52.0% | -77.6% | -37.2% |
| 1Y | -38.6% | +144.5% | -183.1% | -53.5% |
| 3Y | -62.3% | -25.1% | -37.2% | -74.2% |
| 5Y | -90.1% | -52.9% | -37.2% | -92.8% |
| All | -42.6% | -24.7% | -17.9% | -73.0% |
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 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