+282.3%
JPM vs NIO
-51.7%
+334.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.9% | +1.3% |
| 7D | +3.5% | -14.5% | +18.0% | +4.5% |
| 30D | +3.3% | -15.0% | +18.2% | +4.3% |
| 3M | -4.2% | -35.6% | +31.4% | -1.5% |
| 6M | +16.4% | -55.7% | +72.1% | +22.4% |
| YTD | +9.5% | -43.1% | +52.6% | +12.8% |
| 1Y | +14.0% | -53.5% | +67.5% | +18.9% |
| 3Y | +153.1% | -59.8% | +212.9% | +158.6% |
| 5Y | +134.9% | -93.2% | +228.1% | +159.7% |
| All | +282.3% | -51.7% | +334.0% | +249.7% |
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