-25.7%
NOW vs REPL
-33.0%
+7.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.7% |
| 7D | -3.1% | +14.2% | -17.3% | -3.4% |
| 30D | -27.0% | +65.9% | -92.9% | -28.2% |
| 3M | -17.7% | +84.6% | -102.3% | -19.4% |
| 6M | +12.7% | +446.9% | -434.2% | +3.6% |
| YTD | -32.9% | +129.0% | -161.9% | -37.3% |
| 1Y | -40.4% | +167.9% | -208.3% | -44.7% |
| 3Y | -17.1% | +93.9% | -111.0% | -34.3% |
| 5Y | -25.7% | -33.0% | +7.3% | -27.1% |
| All | -25.7% | -33.0% | +7.3% | -27.1% |
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