-57.5%
NIO vs RRC
+36.3%
-93.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.9% | +8.9% | +6.6% |
| 7D | +5.6% | -10.8% | +16.4% | +8.2% |
| 30D | -4.2% | +22.3% | -26.6% | -9.5% |
| 3M | -26.3% | +26.6% | -52.9% | -31.2% |
| 6M | -42.5% | +18.9% | -61.5% | -45.6% |
| YTD | -33.5% | +39.2% | -72.7% | -40.8% |
| 1Y | -52.7% | +34.0% | -86.6% | -57.5% |
| 3Y | -57.5% | +42.0% | -99.5% | -64.0% |
| All | -57.5% | +36.3% | -93.7% | -64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling