+95.0%
ROST vs NIO
-60.1%
+155.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -2.1% |
| 7D | +0.3% | -14.5% | +14.7% | +0.9% |
| 30D | +0.5% | -15.0% | +15.4% | +1.2% |
| 3M | -5.2% | -35.6% | +30.3% | -3.5% |
| 6M | +9.8% | -55.7% | +65.5% | +13.6% |
| YTD | +29.4% | -43.1% | +72.5% | +31.5% |
| 1Y | +44.4% | -53.5% | +97.9% | +48.3% |
| 3Y | +95.0% | -59.8% | +154.8% | +95.2% |
| All | +95.0% | -60.1% | +155.1% | +95.2% |
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