+1,010.9%
JBL vs NIO
-38.3%
+1,049.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | 0.0% |
| 7D | +4.0% | -4.1% | +8.1% | +4.5% |
| 30D | -7.5% | -23.2% | +15.8% | -4.7% |
| 3M | -14.1% | -29.9% | +15.9% | -10.6% |
| 6M | +25.9% | -25.1% | +51.0% | +29.3% |
| YTD | +36.7% | -27.5% | +64.1% | +40.8% |
| 1Y | +49.0% | -41.1% | +90.1% | +56.2% |
| 3Y | +191.8% | -63.1% | +254.9% | +207.4% |
| 5Y | +409.8% | -90.4% | +500.2% | +487.3% |
| All | +1,010.9% | -38.3% | +1,049.2% | +875.5% |
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