+71.3%
DD vs NIO
-93.2%
+164.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | 0.0% |
| 7D | +5.0% | -14.5% | +19.4% | +7.0% |
| 30D | +19.7% | -15.0% | +34.6% | +22.1% |
| 3M | +7.2% | -35.6% | +42.7% | +13.1% |
| 6M | +1.0% | -55.7% | +56.7% | +11.5% |
| YTD | +29.1% | -43.1% | +72.2% | +36.8% |
| 1Y | +28.5% | -53.5% | +82.0% | +39.7% |
| 3Y | +89.4% | -59.8% | +149.3% | +98.1% |
| All | +71.3% | -93.2% | +164.5% | +99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling