+130.3%
NOK vs NIO
-38.3%
+168.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.2% |
| 7D | +9.3% | -4.1% | +13.5% | +9.7% |
| 30D | +17.9% | -23.2% | +41.1% | +20.3% |
| 3M | -22.3% | -29.9% | +7.6% | -20.2% |
| 6M | +36.4% | -25.1% | +61.5% | +39.2% |
| YTD | +66.3% | -27.5% | +93.8% | +69.9% |
| 1Y | +134.4% | -41.1% | +175.5% | +142.4% |
| 3Y | +186.6% | -63.1% | +249.7% | +196.9% |
| 5Y | +102.7% | -90.4% | +193.1% | +119.3% |
| All | +130.3% | -38.3% | +168.7% | +112.0% |
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