+94.9%
NOC vs NIO
-36.8%
+131.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -2.7% | -6.7% | +4.0% | -2.7% |
| 30D | -8.9% | -20.0% | +11.2% | -8.9% |
| 3M | -3.7% | -30.5% | +26.8% | -3.7% |
| 6M | -30.8% | -20.7% | -10.1% | -30.8% |
| YTD | -7.9% | -25.7% | +17.7% | -8.0% |
| 1Y | -9.4% | -38.6% | +29.1% | -9.4% |
| 3Y | +29.0% | -62.3% | +91.2% | +29.0% |
| 5Y | +56.1% | -90.1% | +146.1% | +56.4% |
| All | +94.9% | -36.8% | +131.7% | +89.0% |
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