+34.2%
TROW vs NIO
-40.3%
+74.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | +0.1% |
| 7D | -3.0% | -7.3% | +4.3% | -2.3% |
| 30D | -5.5% | -22.5% | +17.1% | -3.3% |
| 3M | +2.3% | -30.9% | +33.2% | +5.6% |
| 6M | +23.9% | -37.2% | +61.1% | +28.5% |
| YTD | +7.9% | -29.8% | +37.7% | +10.4% |
| 1Y | +6.1% | -37.4% | +43.5% | +9.3% |
| 3Y | +13.8% | -64.3% | +78.2% | +18.7% |
| 5Y | -38.2% | -90.6% | +52.4% | -31.7% |
| All | +34.2% | -40.3% | +74.5% | +27.4% |
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