+28.8%
RMBS vs NIO
-56.9%
+85.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.7% |
| 7D | -8.4% | +2.8% | -11.2% | -8.8% |
| 30D | -24.9% | -8.4% | -16.5% | -23.5% |
| 3M | -15.8% | -32.0% | +16.2% | -9.7% |
| 6M | -37.5% | -43.9% | +6.4% | -30.8% |
| YTD | -12.1% | -35.7% | +23.6% | -5.8% |
| 1Y | -27.0% | -51.1% | +24.1% | -18.2% |
| 3Y | +28.8% | -54.7% | +83.5% | +37.3% |
| All | +28.8% | -56.9% | +85.7% | +37.3% |
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