+102.6%
NOC vs NIO
-43.2%
+145.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.7% |
| 7D | -2.9% | +6.9% | -9.8% | -2.9% |
| 30D | +12.1% | -4.7% | +16.9% | +12.1% |
| 3M | -5.3% | -28.1% | +22.8% | -5.3% |
| 6M | -1.0% | -41.7% | +40.7% | -1.1% |
| YTD | -4.3% | -33.1% | +28.8% | -4.3% |
| 1Y | -3.6% | -50.3% | +46.6% | -3.7% |
| 3Y | +22.9% | -54.4% | +77.3% | +22.9% |
| 5Y | +60.4% | -91.6% | +152.0% | +60.8% |
| All | +102.6% | -43.2% | +145.7% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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