+265.7%
RMBS vs NIO
-90.3%
+356.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.7% |
| 7D | +3.0% | -6.7% | +9.6% | +4.2% |
| 30D | -14.4% | -20.0% | +5.6% | -11.0% |
| 3M | -42.8% | -30.5% | -12.4% | -39.1% |
| 6M | -1.4% | -20.7% | +19.3% | +1.9% |
| YTD | -5.4% | -25.7% | +20.2% | -1.4% |
| 1Y | +18.6% | -38.6% | +57.1% | +27.4% |
| 3Y | +57.3% | -62.3% | +119.5% | +71.6% |
| 5Y | +265.7% | -90.1% | +355.8% | +344.3% |
| All | +265.7% | -90.3% | +356.0% | +344.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling