+212.4%
CBOE vs NIO
-38.3%
+250.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.5% |
| 7D | -0.8% | -4.1% | +3.4% | -0.7% |
| 30D | +2.7% | -23.2% | +25.9% | +2.9% |
| 3M | +0.7% | -29.9% | +30.6% | +1.0% |
| 6M | -2.0% | -25.1% | +23.1% | -1.8% |
| YTD | +17.1% | -27.5% | +44.6% | +17.3% |
| 1Y | +26.5% | -41.1% | +67.6% | +26.9% |
| 3Y | +96.1% | -63.1% | +159.3% | +97.7% |
| 5Y | +149.3% | -90.4% | +239.7% | +155.0% |
| All | +212.4% | -38.3% | +250.7% | +196.1% |
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