+26.2%
ROK vs NIO
-37.4%
+63.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +2.8% | -6.7% | +9.4% | +3.3% |
| 30D | -2.4% | -20.0% | +17.6% | -0.8% |
| 3M | -4.7% | -30.5% | +25.8% | -2.2% |
| 6M | +16.8% | -20.7% | +37.5% | +18.3% |
| YTD | +11.4% | -25.7% | +37.0% | +13.6% |
| 1Y | +26.2% | -38.6% | +64.7% | +31.9% |
| All | +26.2% | -37.4% | +63.5% | +31.9% |
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