-25.1%
NOW vs REPL
-35.0%
+9.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +0.3% | +1.2% | -1.0% | +0.2% |
| 30D | -27.0% | +92.2% | -119.1% | -28.4% |
| 3M | -19.6% | +44.1% | -63.8% | -20.7% |
| 6M | +17.5% | +313.0% | -295.6% | +8.9% |
| YTD | -33.3% | +125.2% | -158.5% | -37.6% |
| 1Y | -39.8% | +143.8% | -183.6% | -44.0% |
| 3Y | -19.9% | +104.2% | -124.1% | -37.6% |
| All | -25.1% | -35.0% | +9.9% | -26.3% |
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 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