-27.7%
BABA vs NIO
-92.6%
+65.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.7% | +3.9% |
| 7D | +8.6% | -3.6% | +12.2% | +10.2% |
| 30D | -1.1% | -8.0% | +7.0% | +2.2% |
| 3M | -15.9% | -31.2% | +15.3% | -2.4% |
| 6M | -17.5% | -45.8% | +28.2% | +4.6% |
| YTD | -25.6% | -37.3% | +11.7% | -13.0% |
| 1Y | -33.8% | -56.1% | +22.3% | -10.8% |
| 3Y | +34.6% | -61.1% | +95.7% | +66.3% |
| 5Y | -27.7% | -92.4% | +64.8% | +58.7% |
| All | -27.7% | -92.6% | +65.0% | +58.7% |
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 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