+114.7%
NOK vs NIO
-36.7%
+151.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.2% | +2.8% |
| 7D | -1.8% | -13.0% | +11.3% | -0.7% |
| 30D | +4.7% | -18.3% | +23.0% | +6.3% |
| 3M | -39.7% | -33.2% | -6.4% | -37.7% |
| 6M | +23.1% | -21.5% | +44.6% | +25.2% |
| YTD | +55.0% | -25.5% | +80.5% | +58.1% |
| 1Y | +118.0% | -38.0% | +156.1% | +124.6% |
| 3Y | +170.5% | -65.5% | +235.9% | +181.5% |
| 5Y | +84.9% | -90.6% | +175.5% | +100.0% |
| All | +114.7% | -36.7% | +151.4% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling