-36.8%
NIO vs UMAC
+549.5%
-586.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.3% | -9.6% | -0.6% |
| 7D | -6.7% | +14.7% | -21.4% | -7.2% |
| 30D | -20.0% | -0.5% | -19.5% | -20.2% |
| 3M | -30.5% | +0.5% | -31.0% | -30.9% |
| 6M | -20.7% | +57.9% | -78.6% | -23.4% |
| YTD | -25.7% | +103.9% | -129.6% | -29.0% |
| 1Y | -38.6% | +159.3% | -197.9% | -42.1% |
| All | -36.8% | +549.5% | -586.3% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling