+149.3%
INTC vs NIO
-36.7%
+186.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +4.7% |
| 7D | +7.1% | -13.0% | +20.1% | +8.7% |
| 30D | -5.2% | -18.3% | +13.1% | -3.2% |
| 3M | -14.3% | -33.2% | +18.9% | -10.5% |
| 6M | +110.2% | -21.5% | +131.7% | +114.5% |
| YTD | +159.6% | -25.5% | +185.1% | +166.1% |
| 1Y | +289.3% | -38.0% | +327.3% | +305.1% |
| 3Y | +166.1% | -65.5% | +231.5% | +181.2% |
| 5Y | +94.4% | -90.6% | +185.0% | +117.5% |
| All | +149.3% | -36.7% | +186.0% | +137.9% |
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 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