+41.9%
NTR vs REPL
-27.0%
+68.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | +0.5% | -9.6% | +10.1% | +0.5% |
| 30D | +21.7% | +5.7% | +16.0% | +21.8% |
| 3M | +22.8% | +56.4% | -33.6% | +23.6% |
| 6M | +8.2% | +67.4% | -59.2% | +9.3% |
| YTD | +32.9% | +48.7% | -15.7% | +34.3% |
| 1Y | +45.3% | +148.3% | -102.9% | +45.9% |
| All | +41.9% | -27.0% | +68.9% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling