+673.6%
RMBS vs NIO
-38.3%
+711.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.2% | +1.2% |
| 7D | +3.5% | -4.1% | +7.6% | +4.0% |
| 30D | -8.6% | -23.2% | +14.6% | -5.5% |
| 3M | -40.3% | -29.9% | -10.4% | -37.6% |
| 6M | -1.0% | -25.1% | +24.1% | +2.1% |
| YTD | -4.6% | -27.5% | +22.8% | -1.4% |
| 1Y | +17.6% | -41.1% | +58.7% | +24.5% |
| 3Y | +58.6% | -63.1% | +121.8% | +69.0% |
| 5Y | +270.9% | -90.4% | +361.3% | +330.8% |
| All | +673.6% | -38.3% | +711.9% | +631.5% |
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