-42.4%
NIO vs RGEN
+193.7%
-236.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | -13.0% | -4.9% | -8.1% | -11.6% |
| 30D | -18.3% | +5.7% | -24.0% | -20.0% |
| 3M | -33.2% | +32.4% | -65.7% | -40.4% |
| 6M | -21.5% | +33.2% | -54.7% | -31.3% |
| YTD | -25.5% | +2.3% | -27.8% | -28.4% |
| 1Y | -38.0% | +39.0% | -77.0% | -47.5% |
| 3Y | -65.5% | -4.6% | -60.8% | -68.9% |
| 5Y | -90.6% | -42.7% | -47.9% | -90.4% |
| All | -42.4% | +193.7% | -236.1% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling