-48.3%
NIO vs RRC
+240.7%
-289.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +6.9% | -10.3% | +17.2% | +9.3% |
| 30D | -4.7% | +19.5% | -24.2% | -8.9% |
| 3M | -28.1% | +27.9% | -56.0% | -32.4% |
| 6M | -41.7% | +21.2% | -62.9% | -44.7% |
| YTD | -33.1% | +39.6% | -72.7% | -38.9% |
| 1Y | -50.3% | +31.3% | -81.6% | -54.1% |
| 3Y | -54.4% | +51.9% | -106.3% | -59.7% |
| 5Y | -91.6% | +110.2% | -201.8% | -93.3% |
| All | -48.3% | +240.7% | -289.1% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling