+6.8%
NOW vs REPL
-54.3%
+61.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.3% | -2.9% |
| 7D | -2.4% | -3.0% | +0.6% | -2.3% |
| 30D | +20.5% | +27.1% | -6.6% | +19.5% |
| 3M | +18.3% | +52.4% | -34.0% | +15.0% |
| 6M | +24.1% | +107.4% | -83.4% | +15.9% |
| YTD | -7.8% | +54.7% | -62.5% | -12.8% |
| 1Y | -21.4% | +158.9% | -180.3% | -29.1% |
| 3Y | +19.5% | -23.7% | +43.3% | +10.0% |
| All | +6.8% | -54.3% | +61.1% | -2.2% |
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