+132.4%
HOOD vs NIO
-92.0%
+224.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.9% | -2.7% | +1.1% |
| 7D | -4.8% | +5.6% | -10.4% | -6.5% |
| 30D | -26.1% | -4.2% | -21.9% | -24.8% |
| 3M | -10.8% | -26.3% | +15.5% | -0.8% |
| 6M | +2.4% | -42.5% | +44.9% | +23.1% |
| YTD | -28.5% | -33.5% | +5.1% | -19.9% |
| 1Y | -36.3% | -52.7% | +16.3% | -19.9% |
| 3Y | +743.7% | -57.5% | +801.2% | +868.0% |
| 5Y | +118.6% | -92.0% | +210.6% | +360.9% |
| All | +132.4% | -92.0% | +224.3% | +415.9% |
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 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