+67.4%
REPL vs NTRS
+37.1%
+30.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.3% |
| 7D | -9.6% | +0.9% | -10.4% | -8.5% |
| 30D | +5.7% | -1.2% | +6.9% | +3.5% |
| 3M | +56.4% | +8.8% | +47.6% | +80.3% |
| 6M | +67.4% | +34.7% | +32.8% | +154.0% |
| All | +67.4% | +37.1% | +30.3% | +154.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling