-24.1%
NU vs REPL
+125.1%
-149.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.3% |
| 7D | +0.2% | +28.8% | -28.7% | +0.2% |
| 30D | -21.0% | +57.3% | -78.4% | -20.9% |
| 3M | -16.3% | +73.6% | -89.9% | -16.2% |
| 6M | -15.3% | +582.8% | -598.2% | -16.3% |
| YTD | -28.4% | +112.9% | -141.2% | -25.8% |
| 1Y | -24.1% | +130.7% | -154.8% | -24.0% |
| All | -24.1% | +125.1% | -149.2% | -24.0% |
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 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