-44.1%
NIO vs BRKR
+55.6%
-99.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | -2.9% | -8.7% | +5.8% | +0.4% |
| 30D | -18.7% | -9.9% | -8.9% | -15.8% |
| 3M | -29.4% | -3.1% | -26.4% | -30.8% |
| 6M | -32.5% | +45.5% | -78.0% | -45.7% |
| YTD | -27.6% | +13.7% | -41.3% | -36.2% |
| 1Y | -39.2% | +67.4% | -106.6% | -56.0% |
| 3Y | -64.3% | -13.2% | -51.1% | -67.7% |
| 5Y | -90.3% | -39.5% | -50.8% | -89.7% |
| All | -44.1% | +55.6% | -99.7% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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