-92.3%
NIO vs RBA
+47.4%
-139.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -1.8% | +0.6% | -2.4% | -2.1% |
| 30D | -6.6% | +9.0% | -15.6% | -9.9% |
| 3M | -29.9% | +7.2% | -37.0% | -32.1% |
| 6M | -46.6% | -7.8% | -38.9% | -45.9% |
| YTD | -36.5% | -6.4% | -30.1% | -36.9% |
| 1Y | -51.1% | -4.2% | -47.0% | -52.0% |
| 3Y | -55.2% | +64.1% | -119.3% | -67.8% |
| 5Y | -92.3% | +48.4% | -140.7% | -94.9% |
| All | -92.3% | +47.4% | -139.7% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling