+49.9%
ADP vs NIO
-92.1%
+141.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +0.9% | -1.8% | +2.7% | +1.0% |
| 30D | +11.9% | -6.6% | +18.5% | +12.2% |
| 3M | +13.7% | -29.9% | +43.6% | +15.6% |
| 6M | +46.8% | -46.6% | +93.4% | +51.0% |
| YTD | +21.8% | -36.5% | +58.2% | +23.7% |
| 1Y | +23.5% | -51.1% | +74.7% | +27.3% |
| 3Y | +44.1% | -55.2% | +99.3% | +45.4% |
| 5Y | +49.9% | -92.3% | +142.2% | +64.9% |
| All | +49.9% | -92.1% | +141.9% | +64.9% |
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