-48.6%
NIO vs URA
+235.4%
-284.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.4% | +1.5% | +3.6% |
| 7D | +5.6% | -4.1% | +9.7% | +7.9% |
| 30D | -4.2% | -19.0% | +14.8% | +6.7% |
| 3M | -26.3% | -25.1% | -1.2% | -15.2% |
| 6M | -42.5% | -44.5% | +1.9% | -23.7% |
| YTD | -33.5% | -24.3% | -9.2% | -28.3% |
| 1Y | -52.7% | -28.1% | -24.5% | -47.8% |
| 3Y | -57.5% | +40.7% | -98.1% | -72.1% |
| 5Y | -92.0% | +35.5% | -127.4% | -94.8% |
| All | -48.6% | +235.4% | -284.0% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling