-26.4%
NOW vs REPL
-35.6%
+9.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.6% |
| 7D | -3.0% | +22.8% | -25.8% | -3.5% |
| 30D | -26.0% | +63.8% | -89.8% | -27.2% |
| 3M | -13.1% | +68.1% | -81.2% | -14.7% |
| 6M | +14.5% | +528.5% | -514.0% | +4.8% |
| YTD | -33.4% | +122.4% | -155.9% | -37.8% |
| 1Y | -40.6% | +154.4% | -195.0% | -44.9% |
| 3Y | -16.3% | +68.0% | -84.3% | -31.9% |
| All | -26.4% | -35.6% | +9.3% | -27.6% |
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