-41.1%
NIO vs RJF
+7.7%
-48.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.4% |
| 7D | -4.1% | -0.3% | -3.9% | -4.1% |
| 30D | -23.2% | -2.0% | -21.2% | -23.2% |
| 3M | -29.9% | +16.3% | -46.3% | -29.6% |
| 6M | -25.1% | +16.9% | -42.0% | -25.7% |
| YTD | -27.5% | +10.4% | -37.9% | -28.1% |
| 1Y | -41.1% | +7.4% | -48.5% | -41.6% |
| All | -41.1% | +7.7% | -48.8% | -41.6% |
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