+2.0%
RDW vs NIO
-94.1%
+96.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.1% | -5.4% | -3.1% |
| 7D | +0.9% | -2.9% | +3.7% | +1.6% |
| 30D | -21.3% | -18.7% | -2.6% | -17.1% |
| 3M | -37.9% | -29.4% | -8.4% | -32.1% |
| 6M | +12.3% | -32.5% | +44.8% | +23.2% |
| YTD | +39.7% | -27.6% | +67.4% | +49.4% |
| 1Y | +25.7% | -39.2% | +64.9% | +39.2% |
| 3Y | +230.8% | -64.3% | +295.1% | +281.7% |
| 5Y | -8.8% | -90.3% | +81.5% | +27.3% |
| All | +2.0% | -94.1% | +96.1% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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