+7.4%
ROK vs NIO
-55.0%
+62.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | 0.0% |
| 7D | +7.1% | -14.5% | +21.5% | +8.4% |
| 30D | -5.0% | -15.0% | +10.0% | -3.8% |
| 3M | -9.4% | -35.6% | +26.2% | -6.6% |
| 6M | -11.0% | -55.7% | +44.7% | -6.3% |
| YTD | +4.4% | -43.1% | +47.6% | +9.2% |
| 1Y | +7.4% | -53.5% | +60.9% | +15.1% |
| All | +7.4% | -55.0% | +62.4% | +15.1% |
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