+128.6%
BP vs NIO
-90.7%
+219.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | +3.9% | -13.0% | +17.0% | +4.9% |
| 30D | +7.6% | -18.3% | +25.9% | +9.0% |
| 3M | +0.7% | -33.2% | +33.9% | +3.4% |
| 6M | +15.5% | -21.5% | +37.0% | +16.7% |
| YTD | +30.8% | -25.5% | +56.3% | +32.6% |
| 1Y | +34.3% | -38.0% | +72.3% | +37.3% |
| 3Y | +35.1% | -65.5% | +100.5% | +39.0% |
| All | +128.6% | -90.7% | +219.3% | +155.7% |
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