+3.3%
MSFT vs NIO
-53.4%
+56.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.0% | -2.2% |
| 7D | -6.2% | -1.8% | -4.4% | -6.1% |
| 30D | -3.7% | -6.6% | +2.9% | -3.3% |
| 3M | +3.6% | -29.9% | +33.5% | +5.4% |
| 6M | +26.8% | -46.6% | +73.4% | +29.5% |
| YTD | +8.4% | -36.5% | +44.9% | +13.4% |
| 1Y | +3.3% | -51.1% | +54.4% | +12.6% |
| All | +3.3% | -53.4% | +56.7% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling