-54.7%
NIO vs REPL
+100.5%
-155.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.6% | -8.4% | -3.9% |
| 7D | +2.8% | +12.7% | -9.9% | +2.7% |
| 30D | -8.4% | +73.5% | -81.9% | -9.1% |
| 3M | -32.0% | +70.3% | -102.3% | -32.5% |
| 6M | -43.9% | +472.0% | -515.9% | -45.7% |
| YTD | -35.7% | +139.5% | -175.2% | -37.6% |
| 1Y | -51.1% | +167.3% | -218.4% | -52.6% |
| 3Y | -54.7% | +109.5% | -164.2% | -58.3% |
| All | -54.7% | +100.5% | -155.2% | -58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling