+277.8%
JPM vs NIO
-43.2%
+321.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.2% |
| 7D | +0.4% | +6.9% | -6.5% | 0.0% |
| 30D | +2.7% | -4.7% | +7.5% | +3.0% |
| 3M | -3.8% | -28.1% | +24.2% | -1.9% |
| 6M | +14.3% | -41.7% | +56.0% | +18.0% |
| YTD | +8.2% | -33.1% | +41.3% | +10.3% |
| 1Y | +11.0% | -50.3% | +61.3% | +15.3% |
| 3Y | +152.7% | -54.4% | +207.0% | +156.1% |
| 5Y | +130.8% | -91.6% | +222.4% | +151.8% |
| All | +277.8% | -43.2% | +321.0% | +242.0% |
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