-43.9%
NIO vs NYT
+229.0%
-272.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.2% |
| 7D | -4.1% | -1.6% | -2.5% | -3.3% |
| 30D | -23.2% | +2.8% | -26.0% | -24.5% |
| 3M | -29.9% | -9.2% | -20.7% | -27.0% |
| 6M | -25.1% | -17.1% | -8.0% | -18.9% |
| YTD | -27.5% | -3.2% | -24.2% | -29.1% |
| 1Y | -41.1% | +15.7% | -56.8% | -48.9% |
| 3Y | -63.1% | +55.7% | -118.9% | -74.6% |
| 5Y | -90.4% | +39.4% | -129.7% | -93.1% |
| All | -43.9% | +229.0% | -272.9% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling