-56.1%
NIO vs QSR
+71.7%
-127.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.9% |
| 7D | -14.5% | -2.9% | -11.5% | -13.1% |
| 30D | -15.0% | +4.1% | -19.1% | -16.9% |
| 3M | -35.6% | -0.7% | -34.9% | -35.6% |
| 6M | -55.7% | +0.4% | -56.1% | -56.4% |
| YTD | -43.1% | +13.5% | -56.7% | -48.5% |
| 1Y | -53.5% | +11.0% | -64.5% | -57.4% |
| 3Y | -59.8% | +22.0% | -81.8% | -65.7% |
| 5Y | -93.2% | +57.1% | -150.3% | -94.9% |
| All | -56.1% | +71.7% | -127.8% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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