-90.1%
NIO vs RNG
-70.8%
-19.3%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +1.1% |
| 7D | -6.7% | -0.8% | -5.8% | -6.6% |
| 30D | -20.0% | +11.4% | -31.4% | -23.1% |
| 3M | -30.5% | +72.1% | -102.5% | -43.4% |
| 6M | -20.7% | +67.9% | -88.6% | -36.7% |
| YTD | -25.7% | +144.3% | -170.0% | -50.8% |
| 1Y | -38.6% | +117.5% | -156.1% | -57.7% |
| 3Y | -62.3% | +123.9% | -186.1% | -76.7% |
| 5Y | -90.1% | -70.1% | -20.0% | -86.2% |
| All | -90.1% | -70.8% | -19.3% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling