+119.6%
RF vs NIO
-36.7%
+156.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | +1.3% | -13.0% | +14.4% | +2.5% |
| 30D | -3.6% | -18.3% | +14.7% | -2.0% |
| 3M | +8.1% | -33.2% | +41.3% | +11.8% |
| 6M | +11.5% | -21.5% | +33.0% | +12.9% |
| YTD | +15.6% | -25.5% | +41.1% | +17.5% |
| 1Y | +15.7% | -38.0% | +53.7% | +18.9% |
| 3Y | +86.9% | -65.5% | +152.3% | +95.2% |
| 5Y | +89.8% | -90.6% | +180.4% | +111.8% |
| All | +119.6% | -36.7% | +156.2% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling