-42.4%
NIO vs RRC
+192.3%
-234.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -13.0% | +1.3% | -14.3% | -13.3% |
| 30D | -18.3% | +10.1% | -28.4% | -20.1% |
| 3M | -33.2% | +4.0% | -37.2% | -34.0% |
| 6M | -21.5% | +1.6% | -23.1% | -22.3% |
| YTD | -25.5% | +19.7% | -45.2% | -29.1% |
| 1Y | -38.0% | +21.4% | -59.4% | -41.3% |
| 3Y | -65.5% | +29.7% | -95.1% | -68.3% |
| 5Y | -90.6% | +153.9% | -244.5% | -92.8% |
| All | -42.4% | +192.3% | -234.7% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling