-61.4%
NVD vs REPL
+161.1%
-222.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.3% | -1.4% |
| 7D | -11.1% | -3.0% | -8.1% | -11.1% |
| 30D | -13.3% | +27.1% | -40.4% | -12.9% |
| 3M | -19.8% | +52.4% | -72.2% | -18.1% |
| 6M | -48.8% | +107.4% | -156.2% | -46.9% |
| YTD | -49.7% | +54.7% | -104.4% | -47.5% |
| 1Y | -61.4% | +158.9% | -220.2% | -60.9% |
| All | -61.4% | +161.1% | -222.5% | -60.9% |
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