+97.9%
NTR vs REPL
-6.0%
+103.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.5% |
| 7D | +8.1% | -3.0% | +11.1% | +8.2% |
| 30D | +18.8% | +27.1% | -8.4% | +18.3% |
| 3M | +16.2% | +52.4% | -36.2% | +14.7% |
| 6M | +9.8% | +107.4% | -97.7% | +5.3% |
| YTD | +30.9% | +54.7% | -23.9% | +26.6% |
| 1Y | +41.8% | +158.9% | -117.1% | +32.6% |
| 3Y | +35.8% | -23.7% | +59.5% | +24.0% |
| 5Y | +51.0% | -54.3% | +105.4% | +40.3% |
| All | +97.9% | -6.0% | +103.9% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling