-51.1%
NIO vs RJF
+4.3%
-55.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.8% |
| 7D | +2.8% | +4.0% | -1.2% | +2.8% |
| 30D | -8.4% | +6.1% | -14.5% | -8.4% |
| 3M | -32.0% | -5.8% | -26.1% | -32.0% |
| 6M | -43.9% | +9.7% | -53.6% | -43.9% |
| YTD | -35.7% | +6.2% | -41.9% | -37.5% |
| 1Y | -51.1% | +5.3% | -56.4% | -52.7% |
| All | -51.1% | +4.3% | -55.4% | -52.7% |
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