+123.4%
GOOGL vs NIO
-56.4%
+179.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | +3.3% | +6.9% | -3.6% | +2.7% |
| 30D | -18.1% | -4.7% | -13.3% | -17.8% |
| 3M | -18.6% | -28.1% | +9.4% | -16.7% |
| 6M | -28.0% | -41.7% | +13.7% | -25.4% |
| YTD | -7.8% | -33.1% | +25.4% | -5.5% |
| 1Y | +3.6% | -50.3% | +53.9% | +8.1% |
| 3Y | +123.4% | -54.4% | +177.7% | +121.3% |
| All | +123.4% | -56.4% | +179.7% | +121.3% |
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 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