+303.2%
JBL vs NIO
-92.2%
+395.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.5% |
| 7D | -5.2% | +6.9% | -12.1% | -6.1% |
| 30D | -17.5% | -4.7% | -12.8% | -17.0% |
| 3M | -26.0% | -28.1% | +2.1% | -22.6% |
| 6M | -28.9% | -41.7% | +12.9% | -23.6% |
| YTD | +10.8% | -33.1% | +44.0% | +16.1% |
| 1Y | +18.3% | -50.3% | +68.6% | +28.7% |
| 3Y | +102.2% | -54.4% | +156.5% | +109.9% |
| 5Y | +303.2% | -91.6% | +394.8% | +403.9% |
| All | +303.2% | -92.2% | +395.4% | +403.9% |
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