+237.5%
IR vs NIO
-43.5%
+281.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.9% | -4.5% | +0.9% |
| 7D | +3.7% | +5.6% | -1.9% | +3.2% |
| 30D | +7.4% | -4.2% | +11.7% | +7.8% |
| 3M | -5.9% | -26.3% | +20.4% | -3.5% |
| 6M | +5.6% | -42.5% | +48.1% | +10.4% |
| YTD | +4.8% | -33.5% | +38.4% | +7.7% |
| 1Y | +6.9% | -52.7% | +59.6% | +13.1% |
| 3Y | +27.6% | -57.5% | +85.0% | +30.9% |
| 5Y | +45.8% | -92.0% | +137.8% | +63.9% |
| All | +237.5% | -43.5% | +281.0% | +197.4% |
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