+34.2%
D vs NIO
-51.7%
+85.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.3% |
| 7D | -1.4% | -14.5% | +13.1% | -1.3% |
| 30D | +7.7% | -15.0% | +22.7% | +7.9% |
| 3M | -0.3% | -35.6% | +35.3% | 0.0% |
| 6M | +10.1% | -55.7% | +65.7% | +10.7% |
| YTD | +19.1% | -43.1% | +62.2% | +19.4% |
| 1Y | +15.9% | -53.5% | +69.4% | +16.4% |
| 3Y | +75.0% | -59.8% | +134.8% | +75.2% |
| 5Y | +13.4% | -93.2% | +106.6% | +12.9% |
| All | +34.2% | -51.7% | +85.9% | +32.4% |
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