-92.3%
NIO vs REPL
-34.5%
-57.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.2% | -0.9% |
| 7D | -1.8% | +5.3% | -7.1% | -2.1% |
| 30D | -6.6% | +66.6% | -73.3% | -9.1% |
| 3M | -29.9% | +59.6% | -89.4% | -31.7% |
| 6M | -46.6% | +482.4% | -529.0% | -53.5% |
| YTD | -36.5% | +124.1% | -160.5% | -43.6% |
| 1Y | -51.1% | +138.6% | -189.7% | -56.8% |
| 3Y | -55.2% | +96.0% | -151.3% | -70.2% |
| 5Y | -92.3% | -35.4% | -56.9% | -93.6% |
| All | -92.3% | -34.5% | -57.8% | -93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling