-42.4%
NIO vs TRU
+9.1%
-51.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.4% | +1.1% |
| 7D | -13.0% | -6.8% | -6.3% | -10.4% |
| 30D | -18.3% | 0.0% | -18.3% | -18.5% |
| 3M | -33.2% | +13.3% | -46.5% | -37.8% |
| 6M | -21.5% | +3.4% | -24.9% | -24.5% |
| YTD | -25.5% | -6.4% | -19.1% | -26.1% |
| 1Y | -38.0% | -9.7% | -28.3% | -38.0% |
| 3Y | -65.5% | +0.1% | -65.6% | -69.5% |
| 5Y | -90.6% | -34.0% | -56.6% | -89.9% |
| All | -42.4% | +9.1% | -51.6% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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