-26.0%
NOW vs REPL
-40.1%
+14.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.2% | -2.7% | -5.8% |
| 7D | -6.7% | +15.1% | -21.8% | -7.0% |
| 30D | -25.8% | +51.1% | -76.9% | -26.8% |
| 3M | -12.7% | +69.2% | -81.9% | -14.3% |
| 6M | +11.2% | +597.6% | -586.3% | +1.4% |
| YTD | -33.2% | +106.0% | -139.1% | -37.4% |
| 1Y | -41.8% | +133.3% | -175.1% | -45.8% |
| 3Y | -15.7% | +41.0% | -56.6% | -29.4% |
| 5Y | -26.0% | -40.1% | +14.1% | -31.0% |
| All | -26.0% | -40.1% | +14.0% | -31.0% |
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 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