-30.2%
NVD vs REPL
+125.1%
-155.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.2% | +6.3% | +6.5% |
| 7D | +15.0% | +28.8% | -13.9% | +15.9% |
| 30D | +39.3% | +57.3% | -18.1% | +41.6% |
| 3M | +3.1% | +73.6% | -70.4% | +5.3% |
| 6M | -19.0% | +582.8% | -601.8% | -10.1% |
| YTD | -35.5% | +112.9% | -148.4% | -31.2% |
| 1Y | -30.2% | +130.7% | -160.8% | -19.5% |
| All | -30.2% | +125.1% | -155.3% | -19.5% |
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