-50.0%
RIG vs NIO
-38.3%
-11.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.5% |
| 7D | -8.2% | -4.1% | -4.1% | -7.6% |
| 30D | -0.2% | -23.2% | +23.1% | +3.9% |
| 3M | -2.7% | -29.9% | +27.2% | +2.6% |
| 6M | -7.5% | -25.1% | +17.6% | -4.4% |
| YTD | +38.3% | -27.5% | +65.7% | +43.2% |
| 1Y | +81.8% | -41.1% | +122.9% | +93.0% |
| 3Y | -30.2% | -63.1% | +33.0% | -24.8% |
| 5Y | +59.9% | -90.4% | +150.3% | +98.1% |
| All | -50.0% | -38.3% | -11.7% | -58.6% |
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