+52.7%
ROK vs NIO
-59.9%
+112.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.9% | -7.3% | -1.8% |
| 7D | -13.8% | +5.6% | -19.4% | -14.2% |
| 30D | -14.9% | -4.2% | -10.7% | -14.7% |
| 3M | -14.7% | -26.3% | +11.6% | -12.7% |
| 6M | -17.7% | -42.5% | +24.9% | -14.3% |
| YTD | -2.5% | -33.5% | +31.1% | 0.0% |
| 1Y | +2.3% | -52.7% | +54.9% | +7.6% |
| 3Y | +52.7% | -57.5% | +110.2% | +58.0% |
| All | +52.7% | -59.9% | +112.6% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling