-1.9%
LYB vs NIO
-38.5%
+36.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.2% |
| 7D | +0.3% | -2.9% | +3.2% | +0.5% |
| 30D | +2.5% | -18.7% | +21.2% | +4.2% |
| 3M | +1.4% | -29.4% | +30.8% | +4.3% |
| 6M | -3.5% | -32.5% | +29.1% | -0.9% |
| YTD | +52.0% | -27.6% | +79.6% | +54.6% |
| 1Y | +22.1% | -39.2% | +61.3% | +25.7% |
| 3Y | -22.8% | -64.3% | +41.5% | -19.7% |
| 5Y | -3.4% | -90.3% | +86.9% | +6.4% |
| All | -1.9% | -38.5% | +36.6% | -14.8% |
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 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