+13.7%
RMBS vs NIO
-35.5%
+49.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.2% | +1.6% |
| 7D | +3.5% | -4.1% | +7.6% | +4.9% |
| 30D | -8.6% | -23.2% | +14.6% | -0.5% |
| 3M | -40.3% | -29.9% | -10.4% | -33.0% |
| 6M | -1.0% | -25.1% | +24.1% | +5.8% |
| YTD | -4.6% | -27.5% | +22.8% | +2.8% |
| All | +13.7% | -35.5% | +49.2% | +38.5% |
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 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