-51.1%
NIO vs RL
+22.6%
-73.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -3.8% |
| 7D | +2.8% | +1.3% | +1.5% | +2.7% |
| 30D | -8.4% | +7.6% | -16.0% | -9.1% |
| 3M | -32.0% | -1.5% | -30.4% | -32.0% |
| 6M | -43.9% | +12.1% | -56.0% | -44.8% |
| YTD | -35.7% | +13.9% | -49.6% | -39.4% |
| 1Y | -51.1% | +20.7% | -71.8% | -54.7% |
| All | -51.1% | +22.6% | -73.7% | -54.7% |
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