-48.6%
NIO vs RCAT
+12.2%
-60.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +18.6% | -12.7% | +5.7% |
| 7D | +5.6% | -12.7% | +18.4% | +5.8% |
| 30D | -4.2% | -34.3% | +30.1% | -3.7% |
| 3M | -26.3% | -53.4% | +27.1% | -25.5% |
| 6M | -42.5% | -62.0% | +19.4% | -41.9% |
| YTD | -33.5% | -49.1% | +15.5% | -33.2% |
| 1Y | -52.7% | -53.1% | +0.5% | -52.4% |
| 3Y | -57.5% | +318.7% | -376.1% | -58.5% |
| 5Y | -92.0% | +48.5% | -140.5% | -92.2% |
| All | -48.6% | +12.2% | -60.9% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling