+130.7%
REPL vs NTRS
+43.5%
+87.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | +2.0% |
| 7D | +28.8% | +3.6% | +25.3% | +31.4% |
| 30D | +57.3% | +4.3% | +53.0% | +60.4% |
| 3M | +73.6% | -1.9% | +75.5% | +70.0% |
| 6M | +582.8% | +11.4% | +571.4% | +650.6% |
| YTD | +112.9% | +32.3% | +80.6% | +149.2% |
| 1Y | +130.7% | +42.5% | +88.1% | +161.1% |
| All | +130.7% | +43.5% | +87.2% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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