+170.1%
ROK vs NIO
-36.7%
+206.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.4% |
| 7D | +0.7% | -13.0% | +13.7% | +1.9% |
| 30D | -3.3% | -18.3% | +15.0% | -1.7% |
| 3M | -5.9% | -33.2% | +27.4% | -2.6% |
| 6M | +13.9% | -21.5% | +35.3% | +15.5% |
| YTD | +12.6% | -25.5% | +38.1% | +14.6% |
| 1Y | +28.6% | -38.0% | +66.6% | +32.4% |
| 3Y | +45.1% | -65.5% | +110.6% | +51.6% |
| 5Y | +45.6% | -90.6% | +136.2% | +60.7% |
| All | +170.1% | -36.7% | +206.8% | +135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling