-92.9%
NIO vs URA
+25.6%
-118.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -4.1% |
| 7D | -14.5% | -1.5% | -12.9% | -13.8% |
| 30D | -15.0% | -10.4% | -4.5% | -10.3% |
| 3M | -35.6% | -29.6% | -5.9% | -23.9% |
| 6M | -55.7% | -40.3% | -15.4% | -43.8% |
| YTD | -43.1% | -25.5% | -17.7% | -38.6% |
| 1Y | -53.5% | -26.4% | -27.1% | -49.8% |
| 3Y | -59.8% | +31.4% | -91.3% | -73.6% |
| All | -92.9% | +25.6% | -118.5% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling