-2.7%
NOC vs NIO
-51.1%
+48.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.7% |
| 7D | -2.9% | +6.9% | -9.8% | -2.6% |
| 30D | +12.1% | -4.7% | +16.9% | +12.0% |
| 3M | -5.3% | -28.1% | +22.8% | -6.2% |
| 6M | -1.0% | -41.7% | +40.7% | -2.3% |
| YTD | -4.3% | -33.1% | +28.8% | -5.1% |
| All | -2.7% | -51.1% | +48.4% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling