-36.7%
NIO vs UMAC
+494.0%
-530.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.4% |
| 7D | -13.0% | -0.9% | -12.1% | -13.0% |
| 30D | -18.3% | -7.7% | -10.6% | -18.2% |
| 3M | -33.2% | -26.4% | -6.8% | -32.9% |
| 6M | -21.5% | +61.9% | -83.3% | -24.1% |
| YTD | -25.5% | +86.5% | -112.0% | -28.6% |
| 1Y | -38.0% | +156.3% | -194.3% | -41.4% |
| All | -36.7% | +494.0% | -530.7% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling