-53.9%
NIO vs RL
+34.3%
-88.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.5% | -1.0% | +3.0% |
| 7D | -0.6% | +5.8% | -6.4% | -1.2% |
| 30D | -3.5% | +12.7% | -16.2% | -4.6% |
| 3M | -30.7% | +9.3% | -40.0% | -31.4% |
| 6M | -45.6% | +16.9% | -62.6% | -46.8% |
| YTD | -35.3% | +17.5% | -52.8% | -38.8% |
| 1Y | -53.9% | +34.6% | -88.6% | -59.1% |
| All | -53.9% | +34.3% | -88.3% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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