+42.4%
CBOE vs NIO
-53.2%
+95.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | -0.6% |
| 7D | +4.5% | -4.7% | +9.2% | +4.1% |
| 30D | +26.2% | -14.3% | +40.5% | +24.9% |
| 3M | +27.1% | -32.8% | +59.9% | +23.5% |
| 6M | +4.2% | -49.8% | +54.0% | -0.8% |
| YTD | +48.0% | -40.2% | +88.2% | +43.1% |
| 1Y | +42.4% | -52.7% | +95.2% | +39.3% |
| All | +42.4% | -53.2% | +95.7% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling