-53.9%
NIO vs RJF
+7.8%
-61.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.3% | -0.9% | +3.4% |
| 7D | -0.6% | +7.2% | -7.8% | -0.6% |
| 30D | -3.5% | +4.9% | -8.4% | -3.5% |
| 3M | -30.7% | -5.5% | -25.1% | -30.7% |
| 6M | -45.6% | +8.0% | -53.6% | -45.5% |
| YTD | -35.3% | +6.2% | -41.5% | -37.0% |
| 1Y | -53.9% | +7.8% | -61.7% | -55.9% |
| All | -53.9% | +7.8% | -61.7% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling