-57.1%
JD vs NIO
-92.1%
+34.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.9% | -4.3% | -1.0% |
| 7D | +13.4% | +5.6% | +7.7% | +10.5% |
| 30D | +7.7% | -4.2% | +11.9% | +9.4% |
| 3M | -11.3% | -26.3% | +15.0% | +0.7% |
| 6M | -5.1% | -42.5% | +37.4% | +18.9% |
| YTD | +5.0% | -33.5% | +38.6% | +20.0% |
| 1Y | -5.6% | -52.7% | +47.0% | +24.7% |
| 3Y | +17.8% | -57.5% | +75.2% | +41.6% |
| All | -57.1% | -92.1% | +34.9% | -5.8% |
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 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