-50.9%
NIO vs URA
+248.9%
-299.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -2.0% |
| 7D | -1.8% | +2.9% | -4.7% | -3.4% |
| 30D | -6.6% | -10.8% | +4.2% | -1.2% |
| 3M | -29.9% | -25.5% | -4.3% | -19.1% |
| 6M | -46.6% | -41.2% | -5.4% | -31.2% |
| YTD | -36.5% | -21.3% | -15.2% | -32.9% |
| 1Y | -51.1% | -25.7% | -25.4% | -47.0% |
| 3Y | -55.2% | +43.1% | -98.3% | -70.8% |
| 5Y | -92.3% | +35.6% | -127.9% | -95.0% |
| All | -50.9% | +248.9% | -299.8% | -83.7% |
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