-54.4%
NIO vs RNG
+165.4%
-219.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | +6.9% | -6.2% | +13.1% | +7.6% |
| 30D | -4.7% | -8.0% | +3.3% | -3.9% |
| 3M | -28.1% | +15.7% | -43.8% | -29.4% |
| 6M | -41.7% | +60.3% | -102.0% | -45.2% |
| YTD | -33.1% | +153.8% | -186.9% | -43.2% |
| 1Y | -50.3% | +172.2% | -222.5% | -58.5% |
| 3Y | -54.4% | +174.8% | -229.2% | -63.9% |
| All | -54.4% | +165.4% | -219.7% | -63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling