-4.7%
REPL vs NTRS
+117.8%
-122.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -9.6% | +0.9% | -10.4% | -10.0% |
| 30D | +5.7% | -1.2% | +6.9% | +6.4% |
| 3M | +56.4% | +8.8% | +47.6% | +50.8% |
| 6M | +67.4% | +34.7% | +32.8% | +41.4% |
| YTD | +48.7% | +37.2% | +11.4% | +23.3% |
| 1Y | +148.3% | +46.3% | +101.9% | +98.4% |
| 3Y | -26.7% | +163.2% | -189.9% | -58.4% |
| 5Y | -54.1% | +86.9% | -141.1% | -69.9% |
| All | -4.7% | +117.8% | -122.4% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling