+101.5%
RIO vs NIO
-62.6%
+164.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | 0.0% | -13.0% | +13.0% | +1.8% |
| 30D | +4.0% | -18.3% | +22.2% | +6.8% |
| 3M | +0.1% | -33.2% | +33.3% | +5.6% |
| 6M | +12.7% | -21.5% | +34.2% | +15.9% |
| YTD | +35.6% | -25.5% | +61.1% | +40.0% |
| 1Y | +73.7% | -38.0% | +111.7% | +82.6% |
| All | +101.5% | -62.6% | +164.2% | +115.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling