-60.4%
REPL vs NTRS
+93.2%
-153.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.7% |
| 7D | -14.1% | +1.4% | -15.5% | -14.5% |
| 30D | -15.2% | -0.7% | -14.6% | -15.1% |
| 3M | +49.9% | +11.3% | +38.6% | +44.9% |
| 6M | +63.5% | +35.5% | +28.0% | +43.6% |
| YTD | +32.9% | +40.6% | -7.7% | +14.1% |
| 1Y | +115.0% | +49.2% | +65.8% | +78.9% |
| 3Y | -34.7% | +167.2% | -201.9% | -59.0% |
| All | -60.4% | +93.2% | -153.6% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling