-49.2%
NIO vs REPL
+163.1%
-212.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.5% |
| 7D | +6.9% | +14.2% | -7.3% | +6.6% |
| 30D | -4.7% | +65.9% | -70.6% | -5.7% |
| 3M | -28.1% | +84.6% | -112.6% | -28.9% |
| 6M | -41.7% | +446.9% | -488.6% | -44.5% |
| YTD | -33.1% | +129.0% | -162.1% | -36.6% |
| All | -49.2% | +163.1% | -212.3% | -53.6% |
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