-4.0%
LYB vs NIO
-90.6%
+86.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | 0.0% |
| 7D | -0.7% | -7.3% | +6.5% | 0.0% |
| 30D | +1.5% | -22.5% | +24.0% | +4.1% |
| 3M | -0.3% | -30.9% | +30.6% | +3.3% |
| 6M | +0.1% | -37.2% | +37.2% | +4.0% |
| YTD | +53.4% | -29.8% | +83.2% | +56.9% |
| 1Y | +25.6% | -37.4% | +63.1% | +29.6% |
| 3Y | -21.3% | -64.3% | +43.1% | -17.4% |
| All | -4.0% | -90.6% | +86.5% | +10.1% |
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