-44.1%
NIO vs NYT
+230.3%
-274.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +2.8% |
| 7D | -2.9% | -0.6% | -2.3% | -2.6% |
| 30D | -18.7% | +4.6% | -23.3% | -20.8% |
| 3M | -29.4% | -9.6% | -19.9% | -26.3% |
| 6M | -32.5% | -14.0% | -18.5% | -28.4% |
| YTD | -27.6% | -2.8% | -24.8% | -29.5% |
| 1Y | -39.2% | +15.6% | -54.8% | -47.3% |
| 3Y | -64.3% | +56.3% | -120.6% | -75.5% |
| 5Y | -90.3% | +39.5% | -129.8% | -93.1% |
| All | -44.1% | +230.3% | -274.4% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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