-64.8%
NIO vs REPL
-22.6%
-42.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.5% |
| 7D | -13.0% | -3.0% | -10.1% | -13.0% |
| 30D | -18.3% | +27.1% | -45.4% | -18.6% |
| 3M | -33.2% | +52.4% | -85.6% | -34.0% |
| 6M | -21.5% | +107.4% | -128.9% | -23.9% |
| YTD | -25.5% | +54.7% | -80.2% | -27.6% |
| 1Y | -38.0% | +158.9% | -196.9% | -40.5% |
| All | -64.8% | -22.6% | -42.2% | -66.9% |
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