-48.6%
NIO vs RY
+240.3%
-288.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.3% | +7.2% | +7.2% |
| 7D | +5.6% | -0.9% | +6.5% | +6.5% |
| 30D | -4.2% | +5.9% | -10.1% | -9.6% |
| 3M | -26.3% | -4.3% | -22.0% | -23.5% |
| 6M | -42.5% | +12.1% | -54.7% | -49.7% |
| YTD | -33.5% | +20.3% | -53.8% | -45.9% |
| 1Y | -52.7% | +41.0% | -93.7% | -67.4% |
| 3Y | -57.5% | +157.5% | -215.0% | -84.7% |
| 5Y | -92.0% | +123.2% | -215.2% | -96.5% |
| All | -48.6% | +240.3% | -288.9% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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