-62.3%
NIO vs RJF
+76.7%
-138.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -6.7% | +1.8% | -8.4% | -7.0% |
| 30D | -20.0% | 0.0% | -20.0% | -20.1% |
| 3M | -30.5% | +18.0% | -48.4% | -33.2% |
| 6M | -20.7% | +17.0% | -37.7% | -24.1% |
| YTD | -25.7% | +11.1% | -36.8% | -28.2% |
| 1Y | -38.6% | +8.0% | -46.5% | -40.4% |
| 3Y | -62.3% | +73.3% | -135.5% | -72.6% |
| All | -62.3% | +76.7% | -138.9% | -72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling