-38.3%
NFLX vs NIO
-37.4%
-1.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -5.0% | -6.7% | +1.7% | -4.9% |
| 30D | +3.5% | -20.0% | +23.6% | +4.1% |
| 3M | -7.1% | -30.5% | +23.4% | -6.4% |
| 6M | -22.5% | -20.7% | -1.8% | -21.4% |
| YTD | -18.1% | -25.7% | +7.6% | -17.2% |
| 1Y | -38.3% | -38.6% | +0.2% | -37.2% |
| All | -38.3% | -37.4% | -1.0% | -37.2% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling