-54.4%
NIO vs RJF
+74.9%
-129.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.1% |
| 7D | +6.9% | +3.4% | +3.5% | +6.4% |
| 30D | -4.7% | +5.9% | -10.7% | -5.6% |
| 3M | -28.1% | -4.6% | -23.4% | -27.6% |
| 6M | -41.7% | +9.5% | -51.2% | -42.7% |
| YTD | -33.1% | +6.0% | -39.1% | -34.2% |
| 1Y | -50.3% | +4.3% | -54.6% | -50.9% |
| 3Y | -54.4% | +76.6% | -130.9% | -61.0% |
| All | -54.4% | +74.9% | -129.2% | -61.0% |
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