-53.5%
NIO vs REPL
+144.6%
-198.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.9% |
| 7D | -14.5% | +1.2% | -15.7% | -14.5% |
| 30D | -15.0% | +92.2% | -107.1% | -16.0% |
| 3M | -35.6% | +44.1% | -79.7% | -36.1% |
| 6M | -55.7% | +313.0% | -368.7% | -57.4% |
| YTD | -43.1% | +125.2% | -168.3% | -45.9% |
| 1Y | -53.5% | +143.8% | -197.3% | -56.3% |
| All | -53.5% | +144.6% | -198.1% | -56.3% |
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