-29.6%
RUN vs NIO
-36.8%
+7.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | +10.2% | -6.7% | +16.8% | +12.3% |
| 30D | -9.6% | -20.0% | +10.4% | -3.6% |
| 3M | -31.5% | -30.5% | -1.0% | -24.0% |
| 6M | -18.7% | -20.7% | +2.0% | -14.2% |
| YTD | -49.9% | -25.7% | -24.2% | -46.0% |
| 1Y | -45.5% | -38.6% | -6.9% | -38.5% |
| 3Y | -34.1% | -62.3% | +28.2% | -19.6% |
| 5Y | -79.4% | -90.1% | +10.6% | -67.9% |
| All | -29.6% | -36.8% | +7.2% | -15.4% |
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 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