+72.9%
NFLX vs NIO
-43.2%
+116.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +2.6% | +6.9% | -4.3% | +1.8% |
| 30D | -9.0% | -4.7% | -4.3% | -8.6% |
| 3M | -13.7% | -28.1% | +14.3% | -10.7% |
| 6M | -26.9% | -41.7% | +14.8% | -22.8% |
| YTD | -31.8% | -33.1% | +1.3% | -29.6% |
| 1Y | -42.1% | -50.3% | +8.2% | -38.2% |
| 3Y | +47.0% | -54.4% | +101.3% | +50.4% |
| 5Y | -2.5% | -91.6% | +89.1% | +13.3% |
| All | +72.9% | -43.2% | +116.0% | +72.0% |
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