-42.5%
NIO vs RL
+3.0%
-45.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.4% | +7.3% | +6.0% |
| 7D | +5.6% | -4.2% | +9.8% | +5.9% |
| 30D | -4.2% | +4.3% | -8.5% | -3.7% |
| 3M | -26.3% | -4.6% | -21.7% | -26.6% |
| 6M | -42.5% | +1.7% | -44.3% | -42.3% |
| All | -42.5% | +3.0% | -45.6% | -42.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling