+16.9%
JD vs NIO
-45.3%
+62.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | +0.7% |
| 7D | +5.2% | +2.8% | +2.4% | +4.4% |
| 30D | +4.5% | -8.4% | +12.9% | +6.7% |
| 3M | -15.4% | -32.0% | +16.5% | -6.9% |
| 6M | -6.0% | -43.9% | +37.9% | +8.2% |
| YTD | +2.2% | -35.7% | +37.8% | +12.0% |
| 1Y | -6.7% | -51.1% | +44.5% | +9.4% |
| 3Y | +20.5% | -54.7% | +75.2% | +34.8% |
| 5Y | -58.4% | -91.7% | +33.3% | -38.7% |
| All | +16.9% | -45.3% | +62.3% | +31.8% |
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