-50.3%
NIO vs URA
+243.8%
-294.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.5% | -5.7% | -4.5% |
| 7D | +2.8% | +0.3% | +2.5% | +2.6% |
| 30D | -8.4% | -14.8% | +6.4% | -0.6% |
| 3M | -32.0% | -25.3% | -6.6% | -21.6% |
| 6M | -43.9% | -39.9% | -4.0% | -28.6% |
| YTD | -35.7% | -22.4% | -13.3% | -31.5% |
| 1Y | -51.1% | -29.0% | -22.1% | -45.6% |
| 3Y | -54.7% | +41.0% | -95.7% | -70.2% |
| 5Y | -91.7% | +38.3% | -130.0% | -94.7% |
| All | -50.3% | +243.8% | -294.1% | -83.4% |
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