-42.4%
NIO vs REPL
-23.3%
-19.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.4% |
| 7D | -13.0% | -3.0% | -10.1% | -12.9% |
| 30D | -18.3% | +27.1% | -45.4% | -20.1% |
| 3M | -33.2% | +52.4% | -85.6% | -38.1% |
| 6M | -21.5% | +107.4% | -128.9% | -35.6% |
| YTD | -25.5% | +54.7% | -80.2% | -37.1% |
| 1Y | -38.0% | +158.9% | -196.9% | -53.4% |
| 3Y | -65.5% | -23.7% | -41.7% | -76.4% |
| 5Y | -90.6% | -54.3% | -36.2% | -93.1% |
| All | -42.4% | -23.3% | -19.1% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling