+11.7%
IR vs NIO
-55.0%
+66.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | -0.1% |
| 7D | +2.5% | -14.5% | +17.0% | +3.3% |
| 30D | +9.2% | -15.0% | +24.1% | +9.9% |
| 3M | +0.9% | -35.6% | +36.5% | +2.6% |
| 6M | +19.2% | -55.7% | +74.9% | +23.5% |
| YTD | +7.5% | -43.1% | +50.6% | +8.8% |
| 1Y | +11.7% | -53.5% | +65.3% | +16.7% |
| All | +11.7% | -55.0% | +66.7% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling