-90.6%
NIO vs NYT
+39.3%
-129.8%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -7.3% | -0.7% | -6.5% | -6.9% |
| 30D | -22.5% | +4.5% | -27.0% | -24.5% |
| 3M | -30.9% | -8.5% | -22.4% | -28.3% |
| 6M | -37.2% | -15.1% | -22.1% | -32.8% |
| YTD | -29.8% | -3.3% | -26.5% | -31.9% |
| 1Y | -37.4% | +17.0% | -54.4% | -47.3% |
| 3Y | -64.3% | +55.7% | -120.0% | -77.3% |
| 5Y | -90.6% | +38.9% | -129.4% | -94.3% |
| All | -90.6% | +39.3% | -129.8% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling