+25.0%
ROK vs NIO
-54.1%
+79.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -4.0% | -0.8% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | -2.5% | -3.5% | +1.0% | -2.3% |
| 3M | 0.0% | -30.7% | +30.7% | +2.3% |
| 6M | +11.6% | -45.6% | +57.2% | +15.6% |
| YTD | +15.2% | -35.3% | +50.5% | +19.3% |
| 1Y | +25.0% | -53.9% | +78.9% | +37.4% |
| All | +25.0% | -54.1% | +79.1% | +37.4% |
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