+105.8%
ROST vs NIO
-92.1%
+197.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.9% | -7.7% | -2.3% |
| 7D | +1.2% | +5.6% | -4.4% | +0.7% |
| 30D | +2.5% | -4.2% | +6.7% | +2.8% |
| 3M | -9.0% | -26.3% | +17.3% | -6.6% |
| 6M | +1.3% | -42.5% | +43.9% | +5.8% |
| YTD | +29.1% | -33.5% | +62.6% | +32.1% |
| 1Y | +45.4% | -52.7% | +98.1% | +53.7% |
| 3Y | +94.9% | -57.5% | +152.3% | +100.0% |
| All | +105.8% | -92.1% | +197.8% | +118.5% |
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