+121.0%
GOOG vs NIO
-60.1%
+181.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +4.0% | -0.6% |
| 7D | +3.0% | -14.5% | +17.5% | +4.2% |
| 30D | -14.9% | -15.0% | +0.1% | -13.9% |
| 3M | -14.9% | -35.6% | +20.7% | -12.2% |
| 6M | -26.6% | -55.7% | +29.1% | -22.4% |
| YTD | -6.6% | -43.1% | +36.5% | -3.2% |
| 1Y | +5.1% | -53.5% | +58.6% | +10.3% |
| 3Y | +121.0% | -59.8% | +180.8% | +121.9% |
| All | +121.0% | -60.1% | +181.1% | +121.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling