-42.4%
NIO vs RY
+254.0%
-296.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -0.9% |
| 7D | -13.0% | +3.1% | -16.2% | -15.8% |
| 30D | -18.3% | -0.3% | -18.0% | -18.3% |
| 3M | -33.2% | +8.7% | -41.9% | -39.0% |
| 6M | -21.5% | +28.5% | -50.0% | -39.9% |
| YTD | -25.5% | +25.1% | -50.6% | -41.6% |
| 1Y | -38.0% | +46.3% | -84.3% | -58.7% |
| 3Y | -65.5% | +154.9% | -220.4% | -87.3% |
| 5Y | -90.6% | +140.3% | -230.9% | -96.2% |
| All | -42.4% | +254.0% | -296.4% | -84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling