+155.8%
ROST vs NIO
-36.7%
+192.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.3% |
| 7D | +0.9% | -13.0% | +14.0% | +1.9% |
| 30D | -8.9% | -18.3% | +9.4% | -7.6% |
| 3M | -0.8% | -33.2% | +32.4% | +1.9% |
| 6M | +8.5% | -21.5% | +30.0% | +9.6% |
| YTD | +28.6% | -25.5% | +54.1% | +30.2% |
| 1Y | +52.3% | -38.0% | +90.3% | +55.8% |
| 3Y | +94.8% | -65.5% | +160.3% | +101.6% |
| 5Y | +110.8% | -90.6% | +201.4% | +128.4% |
| All | +155.8% | -36.7% | +192.5% | +130.4% |
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