+294.8%
CBOE vs NIO
-49.2%
+344.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | 0.0% |
| 7D | +4.5% | -4.7% | +9.2% | +4.5% |
| 30D | +26.2% | -14.3% | +40.5% | +26.4% |
| 3M | +27.1% | -32.8% | +59.9% | +27.6% |
| 6M | +4.2% | -49.8% | +54.0% | +4.8% |
| YTD | +48.0% | -40.2% | +88.2% | +48.5% |
| 1Y | +42.4% | -52.7% | +95.2% | +43.3% |
| 3Y | +116.8% | -57.9% | +174.7% | +117.4% |
| 5Y | +199.0% | -92.9% | +291.9% | +207.0% |
| All | +294.8% | -49.2% | +344.0% | +274.8% |
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