-45.8%
NIO vs RL
+7.4%
-53.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.3% | +4.3% | -2.7% |
| 7D | -3.6% | -4.7% | +1.1% | -3.4% |
| 30D | -8.0% | +3.6% | -11.6% | -7.7% |
| 3M | -31.2% | +0.5% | -31.7% | -31.2% |
| 6M | -45.8% | +6.6% | -52.4% | -45.3% |
| All | -45.8% | +7.4% | -53.1% | -45.3% |
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