+48.4%
IR vs NIO
-90.7%
+139.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.4% |
| 7D | -2.8% | -13.0% | +10.2% | -1.3% |
| 30D | -15.1% | -18.3% | +3.1% | -13.3% |
| 3M | +6.1% | -33.2% | +39.3% | +10.7% |
| 6M | -16.8% | -21.5% | +4.7% | -15.4% |
| YTD | -3.5% | -25.5% | +22.0% | -1.5% |
| 1Y | -3.5% | -38.0% | +34.5% | 0.0% |
| 3Y | +9.5% | -65.5% | +74.9% | +16.4% |
| All | +48.4% | -90.7% | +139.1% | +68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling