-42.4%
NIO vs QSR
+80.9%
-123.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | -13.0% | +2.4% | -15.5% | -14.2% |
| 30D | -18.3% | +7.6% | -25.9% | -21.6% |
| 3M | -33.2% | +12.6% | -45.8% | -37.9% |
| 6M | -21.5% | +14.4% | -35.9% | -28.4% |
| YTD | -25.5% | +19.6% | -45.1% | -34.1% |
| 1Y | -38.0% | +33.9% | -71.9% | -49.2% |
| 3Y | -65.5% | +27.1% | -92.6% | -71.0% |
| 5Y | -90.6% | +48.5% | -139.1% | -92.8% |
| All | -42.4% | +80.9% | -123.4% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling