+45.8%
NU vs REPL
+96.7%
-50.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.4% | +8.4% | +2.1% |
| 7D | +2.8% | +5.3% | -2.5% | +2.7% |
| 30D | -23.0% | +66.6% | -89.7% | -23.6% |
| 3M | -9.7% | +59.6% | -69.3% | -10.4% |
| 6M | -8.7% | +482.4% | -491.1% | -12.7% |
| YTD | -26.4% | +124.1% | -150.5% | -29.0% |
| 1Y | -24.8% | +138.6% | -163.4% | -27.6% |
| All | +45.8% | +96.7% | -50.9% | +30.4% |
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