+102.2%
JBL vs NIO
-56.4%
+158.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.6% |
| 7D | -5.2% | +6.9% | -12.1% | -5.8% |
| 30D | -17.5% | -4.7% | -12.8% | -17.2% |
| 3M | -26.0% | -28.1% | +2.1% | -23.8% |
| 6M | -28.9% | -41.7% | +12.9% | -25.5% |
| YTD | +10.8% | -33.1% | +44.0% | +14.4% |
| 1Y | +18.3% | -50.3% | +68.6% | +24.4% |
| 3Y | +102.2% | -54.4% | +156.5% | +105.2% |
| All | +102.2% | -56.4% | +158.6% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling