+124.0%
JPM vs NIO
-92.1%
+216.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.9% | -6.8% | -1.3% |
| 7D | -0.8% | +5.6% | -6.4% | -1.2% |
| 30D | +1.5% | -4.2% | +5.7% | +1.8% |
| 3M | -5.7% | -26.3% | +20.7% | -3.6% |
| 6M | +7.2% | -42.5% | +49.8% | +11.4% |
| YTD | +5.8% | -33.5% | +39.3% | +8.1% |
| 1Y | +8.8% | -52.7% | +61.4% | +14.1% |
| 3Y | +147.4% | -57.5% | +204.9% | +153.3% |
| All | +124.0% | -92.1% | +216.0% | +158.1% |
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