+25.6%
NOC vs NIO
-62.6%
+88.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -2.5% |
| 7D | -5.2% | -13.0% | +7.9% | -5.2% |
| 30D | -7.2% | -18.3% | +11.1% | -7.3% |
| 3M | -5.1% | -33.2% | +28.1% | -5.3% |
| 6M | -31.1% | -21.5% | -9.6% | -31.1% |
| YTD | -8.6% | -25.5% | +16.9% | -8.7% |
| 1Y | -9.7% | -38.0% | +28.3% | -9.7% |
| All | +25.6% | -62.6% | +88.2% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling