-57.5%
NIO vs RBA
+42.3%
-99.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.3% | +7.3% | +6.2% |
| 7D | +5.6% | +4.3% | +1.3% | +4.8% |
| 30D | -4.2% | +16.3% | -20.6% | -7.0% |
| 3M | -26.3% | +1.3% | -27.6% | -26.5% |
| 6M | -42.5% | -11.1% | -31.5% | -41.7% |
| YTD | -33.5% | -8.5% | -25.1% | -33.6% |
| 1Y | -52.7% | -2.1% | -50.5% | -53.5% |
| 3Y | -57.5% | +44.6% | -102.0% | -59.7% |
| All | -57.5% | +42.3% | -99.8% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 3y: compounded portfolio wealth divided by compounded RBA 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…
3y analysis · Full analysis span regression · 6 months rolling