+30.6%
D vs NIO
-36.7%
+67.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.4% |
| 7D | +0.4% | -13.0% | +13.5% | +0.5% |
| 30D | -3.6% | -18.3% | +14.7% | -3.4% |
| 3M | -1.0% | -33.2% | +32.2% | -0.7% |
| 6M | +6.3% | -21.5% | +27.8% | +6.4% |
| YTD | +14.7% | -25.5% | +40.2% | +14.9% |
| 1Y | +16.9% | -38.0% | +54.9% | +17.2% |
| 3Y | +56.8% | -65.5% | +122.3% | +56.9% |
| 5Y | +5.2% | -90.6% | +95.8% | +4.6% |
| All | +30.6% | -36.7% | +67.3% | +28.6% |
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