+48.1%
ROK vs NIO
-90.7%
+138.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.5% |
| 7D | +0.7% | -13.0% | +13.7% | +2.2% |
| 30D | -3.3% | -18.3% | +15.0% | -1.3% |
| 3M | -5.9% | -33.2% | +27.4% | -1.8% |
| 6M | +13.9% | -21.5% | +35.3% | +15.9% |
| YTD | +12.6% | -25.5% | +38.1% | +15.0% |
| 1Y | +28.6% | -38.0% | +66.6% | +33.4% |
| 3Y | +45.1% | -65.5% | +110.6% | +54.4% |
| All | +48.1% | -90.7% | +138.8% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling