-31.3%
BABA vs NIO
-90.7%
+59.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.9% |
| 7D | -4.8% | -13.0% | +8.3% | +0.8% |
| 30D | -11.9% | -18.3% | +6.4% | -4.5% |
| 3M | -9.3% | -33.2% | +24.0% | +6.6% |
| 6M | -14.2% | -21.5% | +7.2% | -7.9% |
| YTD | -22.0% | -25.5% | +3.5% | -14.9% |
| 1Y | -12.7% | -38.0% | +25.3% | +1.5% |
| 3Y | +26.7% | -65.5% | +92.1% | +65.8% |
| All | -31.3% | -90.7% | +59.4% | +36.9% |
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