-9.4%
NOC vs NIO
-37.4%
+27.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -2.7% | -6.7% | +4.0% | -2.8% |
| 30D | -8.9% | -20.0% | +11.2% | -9.2% |
| 3M | -3.7% | -30.5% | +26.8% | -4.2% |
| 6M | -30.8% | -20.7% | -10.1% | -31.0% |
| YTD | -7.9% | -25.7% | +17.7% | -8.2% |
| 1Y | -9.4% | -38.6% | +29.1% | -7.9% |
| All | -9.4% | -37.4% | +27.9% | -7.9% |
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