-48.6%
NIO vs RVTY
+67.5%
-116.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.8% | +3.1% | +4.4% |
| 7D | +5.6% | -1.2% | +6.8% | +5.9% |
| 30D | -4.2% | +1.0% | -5.3% | -5.1% |
| 3M | -26.3% | +35.8% | -62.1% | -38.7% |
| 6M | -42.5% | +56.7% | -99.2% | -57.0% |
| YTD | -33.5% | +60.7% | -94.2% | -52.7% |
| 1Y | -52.7% | +73.7% | -126.3% | -68.3% |
| 3Y | -57.5% | +82.8% | -140.2% | -74.2% |
| 5Y | -92.0% | -7.0% | -85.0% | -92.2% |
| All | -48.6% | +67.5% | -116.1% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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