-51.1%
NIO vs REPL
+147.5%
-198.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.2% | -1.1% |
| 7D | -1.8% | +5.3% | -7.1% | -1.9% |
| 30D | -6.6% | +66.6% | -73.3% | -7.5% |
| 3M | -29.9% | +59.6% | -89.4% | -30.5% |
| 6M | -46.6% | +482.4% | -529.0% | -49.3% |
| YTD | -36.5% | +124.1% | -160.5% | -39.6% |
| 1Y | -51.1% | +138.6% | -189.7% | -54.2% |
| All | -51.1% | +147.5% | -198.6% | -54.2% |
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