-42.4%
NIO vs RL
+209.7%
-252.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.4% |
| 7D | -13.0% | -0.8% | -12.2% | -12.7% |
| 30D | -18.3% | -7.8% | -10.5% | -15.5% |
| 3M | -33.2% | -4.0% | -29.2% | -32.7% |
| 6M | -21.5% | -1.9% | -19.6% | -22.6% |
| YTD | -25.5% | -0.2% | -25.3% | -27.5% |
| 1Y | -38.0% | +10.7% | -48.7% | -42.7% |
| 3Y | -65.5% | +210.8% | -276.2% | -81.4% |
| 5Y | -90.6% | +238.2% | -328.8% | -95.1% |
| All | -42.4% | +209.7% | -252.1% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling