-62.3%
NIO vs JAAA
+18.9%
-81.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -6.7% | +0.1% | -6.7% | -7.0% |
| 30D | -20.0% | +0.5% | -20.5% | -21.3% |
| 3M | -30.5% | +1.2% | -31.7% | -33.4% |
| 6M | -20.7% | +2.8% | -23.6% | -28.1% |
| YTD | -25.7% | +3.2% | -28.9% | -33.3% |
| 1Y | -38.6% | +4.8% | -43.4% | -47.2% |
| 3Y | -62.3% | +19.0% | -81.2% | -44.9% |
| All | -62.3% | +18.9% | -81.1% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 3y: compounded portfolio wealth divided by compounded JAAA 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…
3y analysis · Full analysis span regression · 6 months rolling