-49.7%
NRG vs REPL
+125.1%
-174.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +0.2% | -13.7% | -13.5% |
| 7D | -13.7% | +28.8% | -42.6% | -13.7% |
| 30D | -13.6% | +57.3% | -70.9% | -13.5% |
| 3M | -28.5% | +73.6% | -102.1% | -28.4% |
| 6M | -45.8% | +582.8% | -628.6% | -42.8% |
| YTD | -46.9% | +112.9% | -159.8% | -48.1% |
| 1Y | -49.7% | +130.7% | -180.4% | -50.6% |
| All | -49.7% | +125.1% | -174.8% | -50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling