-42.4%
NIO vs RNG
-23.6%
-18.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -0.3% |
| 7D | -13.0% | +5.8% | -18.8% | -14.7% |
| 30D | -18.3% | +19.6% | -37.9% | -23.0% |
| 3M | -33.2% | +67.0% | -100.2% | -44.7% |
| 6M | -21.5% | +88.4% | -109.9% | -39.4% |
| YTD | -25.5% | +155.5% | -181.0% | -50.3% |
| 1Y | -38.0% | +141.7% | -179.7% | -58.2% |
| 3Y | -65.5% | +131.1% | -196.5% | -78.1% |
| 5Y | -90.6% | -70.6% | -20.0% | -88.6% |
| All | -42.4% | -23.6% | -18.8% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling