-41.1%
NIO vs RNG
+116.0%
-157.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.4% |
| 7D | -4.1% | -4.1% | -0.1% | -4.2% |
| 30D | -23.2% | +8.6% | -31.9% | -23.2% |
| 3M | -29.9% | +78.0% | -107.9% | -29.8% |
| 6M | -25.1% | +67.0% | -92.1% | -24.6% |
| YTD | -27.5% | +142.4% | -169.9% | -28.9% |
| 1Y | -41.1% | +120.4% | -161.5% | -42.4% |
| All | -41.1% | +116.0% | -157.1% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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