-42.6%
NIO vs RGEN
+195.3%
-237.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.5% |
| 7D | -6.7% | -0.9% | -5.8% | -6.4% |
| 30D | -20.0% | +2.8% | -22.9% | -21.0% |
| 3M | -30.5% | +34.5% | -64.9% | -38.3% |
| 6M | -20.7% | +40.5% | -61.2% | -32.0% |
| YTD | -25.7% | +2.8% | -28.5% | -28.7% |
| 1Y | -38.6% | +39.6% | -78.2% | -48.0% |
| 3Y | -62.3% | +4.4% | -66.7% | -67.4% |
| 5Y | -90.1% | -42.8% | -47.3% | -89.9% |
| All | -42.6% | +195.3% | -237.9% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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