+23.8%
BTDR vs NIO
-90.7%
+114.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.2% |
| 7D | +20.0% | -13.0% | +33.0% | +22.2% |
| 30D | +11.9% | -18.3% | +30.2% | +15.0% |
| 3M | -36.9% | -33.2% | -3.7% | -33.4% |
| 6M | +56.5% | -21.5% | +78.0% | +61.2% |
| YTD | +10.4% | -25.5% | +35.9% | +14.3% |
| 1Y | +3.1% | -38.0% | +41.1% | +9.3% |
| 3Y | -2.6% | -65.5% | +62.9% | -1.7% |
| 5Y | +25.2% | -90.6% | +115.8% | +26.6% |
| All | +23.8% | -90.7% | +114.5% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling