-90.4%
NIO vs QSR
+43.4%
-133.8%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.4% |
| 7D | -4.1% | -2.4% | -1.8% | -2.7% |
| 30D | -23.2% | +5.7% | -28.9% | -26.2% |
| 3M | -29.9% | +6.9% | -36.9% | -33.7% |
| 6M | -25.1% | +6.9% | -32.0% | -30.2% |
| YTD | -27.5% | +14.9% | -42.4% | -36.6% |
| 1Y | -41.1% | +29.1% | -70.2% | -53.9% |
| 3Y | -63.1% | +26.1% | -89.3% | -71.9% |
| 5Y | -90.4% | +42.3% | -132.7% | -94.2% |
| All | -90.4% | +43.4% | -133.8% | -94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling