-53.9%
NIO vs UMAC
+2.9%
-56.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -10.9% | +14.3% | +4.1% |
| 7D | -0.6% | -26.0% | +25.4% | +1.1% |
| 30D | -3.5% | -40.3% | +36.8% | -0.7% |
| 3M | -30.7% | -51.1% | +20.5% | -28.2% |
| 6M | -45.6% | -5.6% | -40.0% | -47.2% |
| YTD | -35.3% | +2.3% | -37.6% | -38.2% |
| 1Y | -53.9% | +7.9% | -61.8% | -56.9% |
| All | -53.9% | +2.9% | -56.8% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling