-50.3%
NIO vs RL
+253.4%
-303.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -3.9% |
| 7D | +2.8% | +1.3% | +1.5% | +2.1% |
| 30D | -8.4% | +7.6% | -16.0% | -11.4% |
| 3M | -32.0% | -1.5% | -30.4% | -31.8% |
| 6M | -43.9% | +12.1% | -56.0% | -47.7% |
| YTD | -35.7% | +13.9% | -49.6% | -41.1% |
| 1Y | -51.1% | +20.7% | -71.8% | -56.5% |
| 3Y | -54.7% | +260.6% | -315.3% | -77.2% |
| 5Y | -91.7% | +248.9% | -340.6% | -95.8% |
| All | -50.3% | +253.4% | -303.7% | -76.5% |
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