-57.5%
NIO vs RL
+240.1%
-297.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.4% | +7.3% | +6.3% |
| 7D | +5.6% | -4.2% | +9.8% | +6.8% |
| 30D | -4.2% | +4.3% | -8.5% | -5.4% |
| 3M | -26.3% | -4.6% | -21.7% | -25.5% |
| 6M | -42.5% | +1.7% | -44.3% | -43.4% |
| YTD | -33.5% | +7.3% | -40.9% | -36.2% |
| 1Y | -52.7% | +20.8% | -73.4% | -56.5% |
| 3Y | -57.5% | +247.0% | -304.4% | -77.2% |
| All | -57.5% | +240.1% | -297.5% | -77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling