+154.8%
ROST vs NIO
-36.8%
+191.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +0.2% | -6.7% | +6.9% | +0.7% |
| 30D | -10.0% | -20.0% | +10.1% | -8.6% |
| 3M | +1.2% | -30.5% | +31.7% | +3.7% |
| 6M | +8.9% | -20.7% | +29.7% | +9.9% |
| YTD | +28.1% | -25.7% | +53.7% | +29.7% |
| 1Y | +53.0% | -38.6% | +91.5% | +56.6% |
| 3Y | +97.9% | -62.3% | +160.1% | +103.4% |
| 5Y | +112.0% | -90.1% | +202.0% | +129.1% |
| All | +154.8% | -36.8% | +191.6% | +129.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling