-42.6%
NIO vs MKTX
-2.8%
-39.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -6.7% | +0.4% | -7.1% | -6.8% |
| 30D | -20.0% | +1.0% | -21.0% | -20.3% |
| 3M | -30.5% | +41.3% | -71.7% | -37.9% |
| 6M | -20.7% | -11.3% | -9.4% | -18.7% |
| YTD | -25.7% | -8.6% | -17.1% | -24.8% |
| 1Y | -38.6% | -11.1% | -27.5% | -37.5% |
| 3Y | -62.3% | -24.5% | -37.7% | -60.7% |
| 5Y | -90.1% | -61.4% | -28.6% | -87.9% |
| All | -42.6% | -2.8% | -39.8% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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