+125.1%
NU vs REPL
-24.7%
+149.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.2% |
| 7D | +6.0% | -5.7% | +11.8% | +6.1% |
| 30D | +10.8% | +22.5% | -11.7% | +10.4% |
| 3M | +32.2% | +64.7% | -32.5% | +30.3% |
| 6M | +5.1% | +83.0% | -77.9% | +1.6% |
| YTD | -8.4% | +52.0% | -60.4% | -11.2% |
| 1Y | +0.7% | +144.5% | -143.8% | -4.7% |
| 3Y | +125.1% | -25.1% | +150.2% | +129.6% |
| All | +125.1% | -24.7% | +149.8% | +129.6% |
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 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