-90.1%
NIO vs RJF
+105.7%
-195.8%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.3% |
| 7D | -6.7% | +1.8% | -8.4% | -7.7% |
| 30D | -20.0% | 0.0% | -20.0% | -20.2% |
| 3M | -30.5% | +18.0% | -48.4% | -37.3% |
| 6M | -20.7% | +17.0% | -37.7% | -28.8% |
| YTD | -25.7% | +11.1% | -36.8% | -31.9% |
| 1Y | -38.6% | +8.0% | -46.5% | -43.0% |
| 3Y | -62.3% | +73.3% | -135.5% | -77.7% |
| 5Y | -90.1% | +107.4% | -197.5% | -95.1% |
| All | -90.1% | +105.7% | -195.8% | -95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling