+17.2%
NOC vs NIO
-59.9%
+77.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -6.0% | 0.0% |
| 7D | -5.8% | +5.6% | -11.4% | -5.8% |
| 30D | +10.9% | -4.2% | +15.1% | +10.9% |
| 3M | -7.1% | -26.3% | +19.2% | -7.1% |
| 6M | -5.3% | -42.5% | +37.2% | -5.3% |
| YTD | -6.8% | -33.5% | +26.7% | -6.8% |
| 1Y | -6.7% | -52.7% | +45.9% | -6.5% |
| 3Y | +17.2% | -57.5% | +74.6% | +18.5% |
| All | +17.2% | -59.9% | +77.1% | +18.5% |
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 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