-48.3%
NIO vs RL
+252.4%
-300.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.8% | -5.2% | -1.9% |
| 7D | +6.9% | +0.2% | +6.6% | +6.6% |
| 30D | -4.7% | +7.3% | -12.1% | -7.8% |
| 3M | -28.1% | +1.0% | -29.1% | -28.7% |
| 6M | -41.7% | +11.8% | -53.5% | -45.6% |
| YTD | -33.1% | +13.6% | -46.7% | -38.7% |
| 1Y | -50.3% | +24.0% | -74.3% | -56.3% |
| 3Y | -54.4% | +256.6% | -310.9% | -76.9% |
| 5Y | -91.6% | +240.2% | -331.8% | -95.7% |
| All | -48.3% | +252.4% | -300.8% | -75.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling