+13.3%
RMBS vs NIO
-37.4%
+50.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.8% |
| 7D | -0.3% | -13.0% | +12.7% | +3.9% |
| 30D | -12.2% | -18.3% | +6.1% | -6.7% |
| 3M | -49.5% | -33.2% | -16.3% | -42.9% |
| 6M | -7.1% | -21.5% | +14.3% | -2.4% |
| YTD | -7.0% | -25.5% | +18.5% | -0.8% |
| 1Y | +13.3% | -38.0% | +51.4% | +40.3% |
| All | +13.3% | -37.4% | +50.7% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling