-45.8%
NIO vs QSR
+72.6%
-118.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -2.9% |
| 7D | -7.3% | -4.7% | -2.6% | -4.9% |
| 30D | -22.5% | +4.3% | -26.8% | -24.4% |
| 3M | -30.9% | +5.4% | -36.3% | -33.4% |
| 6M | -37.2% | +8.2% | -45.3% | -40.8% |
| YTD | -29.8% | +14.1% | -43.9% | -36.4% |
| 1Y | -37.4% | +28.1% | -65.5% | -47.4% |
| 3Y | -64.3% | +25.3% | -89.6% | -69.9% |
| 5Y | -90.6% | +40.4% | -131.0% | -92.6% |
| All | -45.8% | +72.6% | -118.4% | -62.0% |
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