-52.7%
NIO vs REPL
+152.6%
-205.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +8.0% | -2.1% | +5.8% |
| 7D | +5.6% | +22.8% | -17.2% | +5.2% |
| 30D | -4.2% | +63.8% | -68.0% | -5.1% |
| 3M | -26.3% | +68.1% | -94.4% | -27.1% |
| 6M | -42.5% | +528.5% | -571.0% | -45.5% |
| YTD | -33.5% | +122.4% | -156.0% | -37.0% |
| 1Y | -52.7% | +154.4% | -207.0% | -57.6% |
| All | -52.7% | +152.6% | -205.2% | -57.6% |
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