+38.7%
TROW vs NIO
-55.4%
+94.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -1.7% | -1.8% | +0.1% | -1.5% |
| 30D | +6.4% | -6.6% | +13.1% | +7.0% |
| 3M | -1.5% | -29.9% | +28.4% | +1.1% |
| 6M | +8.3% | -46.6% | +54.9% | +13.1% |
| YTD | +12.4% | -36.5% | +48.9% | +15.3% |
| 1Y | +12.4% | -51.1% | +63.5% | +17.8% |
| All | +38.7% | -55.4% | +94.2% | +41.0% |
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