-48.3%
NIO vs URA
+256.1%
-304.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.6% | -2.6% |
| 7D | +6.9% | +4.3% | +2.6% | +4.5% |
| 30D | -4.7% | -11.7% | +7.0% | +1.4% |
| 3M | -28.1% | -23.5% | -4.5% | -18.2% |
| 6M | -41.7% | -37.8% | -3.9% | -27.2% |
| YTD | -33.1% | -19.6% | -13.5% | -30.1% |
| 1Y | -50.3% | -24.8% | -25.5% | -46.5% |
| 3Y | -54.4% | +47.0% | -101.3% | -70.6% |
| 5Y | -91.6% | +35.4% | -127.0% | -94.5% |
| All | -48.3% | +256.1% | -304.5% | -83.0% |
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