+181.2%
MAR vs NIO
-36.7%
+217.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | -4.2% | -13.0% | +8.9% | -2.9% |
| 30D | -6.7% | -18.3% | +11.6% | -4.9% |
| 3M | -12.5% | -33.2% | +20.7% | -9.3% |
| 6M | +0.6% | -21.5% | +22.1% | +2.1% |
| YTD | +9.1% | -25.5% | +34.6% | +11.2% |
| 1Y | +26.2% | -38.0% | +64.2% | +30.2% |
| 3Y | +68.2% | -65.5% | +133.6% | +76.3% |
| 5Y | +163.9% | -90.6% | +254.5% | +197.6% |
| All | +181.2% | -36.7% | +217.9% | +133.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling