-42.4%
NIO vs RACE
+231.9%
-274.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.4% | -0.3% |
| 7D | -13.0% | -2.5% | -10.5% | -11.5% |
| 30D | -18.3% | +0.8% | -19.1% | -18.7% |
| 3M | -33.2% | +17.2% | -50.4% | -40.7% |
| 6M | -21.5% | +13.6% | -35.1% | -29.3% |
| YTD | -25.5% | +12.2% | -37.7% | -33.1% |
| 1Y | -38.0% | -16.3% | -21.8% | -32.4% |
| 3Y | -65.5% | +36.4% | -101.9% | -77.4% |
| 5Y | -90.6% | +95.0% | -185.6% | -95.4% |
| All | -42.4% | +231.9% | -274.3% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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