+249.1%
IR vs NIO
-45.3%
+294.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -0.8% |
| 7D | +1.5% | +2.8% | -1.3% | +1.3% |
| 30D | +9.0% | -8.4% | +17.4% | +9.8% |
| 3M | -0.9% | -32.0% | +31.1% | +2.5% |
| 6M | +13.4% | -43.9% | +57.3% | +18.9% |
| YTD | +8.5% | -35.7% | +44.1% | +11.7% |
| 1Y | +11.3% | -51.1% | +62.4% | +17.4% |
| 3Y | +26.0% | -54.7% | +80.7% | +28.6% |
| 5Y | +47.9% | -91.7% | +139.6% | +65.9% |
| All | +249.1% | -45.3% | +294.5% | +208.6% |
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