-53.8%
NIO vs RRC
+259.0%
-312.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.7% |
| 7D | -4.7% | +2.5% | -7.2% | -5.3% |
| 30D | -14.3% | +21.1% | -35.5% | -18.4% |
| 3M | -32.8% | +28.4% | -61.2% | -36.9% |
| 6M | -49.8% | +26.5% | -76.3% | -52.9% |
| YTD | -40.2% | +47.0% | -87.2% | -46.0% |
| 1Y | -52.7% | +35.2% | -87.9% | -56.6% |
| 3Y | -57.9% | +61.0% | -118.9% | -63.3% |
| 5Y | -92.9% | +133.6% | -226.5% | -94.4% |
| All | -53.8% | +259.0% | -312.7% | -57.7% |
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