+15.3%
JD vs NIO
-51.7%
+67.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.9% | +6.4% | +2.8% |
| 7D | -4.1% | -14.5% | +10.3% | -0.3% |
| 30D | +4.6% | -15.0% | +19.6% | +8.9% |
| 3M | -4.7% | -35.6% | +30.8% | +6.2% |
| 6M | -17.4% | -55.7% | +38.3% | +1.0% |
| YTD | +0.7% | -43.1% | +43.9% | +13.9% |
| 1Y | -5.9% | -53.5% | +47.6% | +11.7% |
| 3Y | +18.9% | -59.8% | +78.7% | +37.0% |
| 5Y | -62.9% | -93.2% | +30.3% | -43.1% |
| All | +15.3% | -51.7% | +67.0% | +34.0% |
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