-42.4%
NIO vs RCAT
+132.5%
-174.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.5% |
| 7D | -13.0% | -1.4% | -11.6% | -13.0% |
| 30D | -18.3% | -3.3% | -14.9% | -18.3% |
| 3M | -33.2% | -43.2% | +10.0% | -32.8% |
| 6M | -21.5% | -43.2% | +21.7% | -21.1% |
| YTD | -25.5% | +5.5% | -31.0% | -25.9% |
| 1Y | -38.0% | -1.6% | -36.4% | -38.4% |
| 3Y | -65.5% | +773.7% | -839.1% | -66.7% |
| 5Y | -90.6% | +187.6% | -278.2% | -90.9% |
| All | -42.4% | +132.5% | -174.9% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling