+205.4%
IR vs NIO
-36.8%
+242.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.6% |
| 7D | +0.6% | -6.7% | +7.3% | +1.2% |
| 30D | -13.6% | -20.0% | +6.4% | -11.9% |
| 3M | +3.7% | -30.5% | +34.1% | +6.9% |
| 6M | -13.1% | -20.7% | +7.7% | -11.9% |
| YTD | -5.1% | -25.7% | +20.6% | -3.4% |
| 1Y | -6.5% | -38.6% | +32.1% | -3.6% |
| 3Y | +8.5% | -62.3% | +70.8% | +12.4% |
| 5Y | +43.3% | -90.1% | +133.4% | +58.3% |
| All | +205.4% | -36.8% | +242.2% | +166.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling