+158.9%
REPL vs NTRS
+46.5%
+112.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.8% |
| 7D | -3.0% | -0.1% | -2.9% | -2.9% |
| 30D | +27.1% | +1.2% | +25.9% | +27.7% |
| 3M | +52.4% | +8.3% | +44.0% | +56.3% |
| 6M | +107.4% | +30.0% | +77.5% | +106.9% |
| YTD | +54.7% | +38.0% | +16.7% | +40.0% |
| 1Y | +158.9% | +47.4% | +111.5% | +100.3% |
| All | +158.9% | +46.5% | +112.4% | +100.3% |
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