-37.9%
BABA vs NIO
-51.7%
+13.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +1.2% |
| 7D | -13.8% | -14.5% | +0.7% | -10.5% |
| 30D | -15.1% | -15.0% | -0.1% | -11.8% |
| 3M | -22.7% | -35.6% | +12.8% | -14.4% |
| 6M | -34.7% | -55.7% | +21.0% | -21.2% |
| YTD | -35.0% | -43.1% | +8.1% | -26.8% |
| 1Y | -40.4% | -53.5% | +13.1% | -29.8% |
| 3Y | +21.9% | -59.8% | +81.8% | +38.8% |
| 5Y | -39.9% | -93.2% | +53.3% | -10.9% |
| All | -37.9% | -51.7% | +13.8% | -29.7% |
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