+654.3%
RMBS vs NIO
-36.7%
+690.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.5% |
| 7D | -0.3% | -13.0% | +12.7% | +1.4% |
| 30D | -12.2% | -18.3% | +6.1% | -9.9% |
| 3M | -49.5% | -33.2% | -16.3% | -46.9% |
| 6M | -7.1% | -21.5% | +14.3% | -4.8% |
| YTD | -7.0% | -25.5% | +18.5% | -4.2% |
| 1Y | +13.3% | -38.0% | +51.4% | +19.3% |
| 3Y | +49.2% | -65.5% | +114.7% | +60.1% |
| 5Y | +250.0% | -90.6% | +340.5% | +306.8% |
| All | +654.3% | -36.7% | +690.9% | +610.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling