+117.2%
NSC vs NIO
-36.7%
+153.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | -5.5% | -13.0% | +7.5% | -4.9% |
| 30D | -3.2% | -18.3% | +15.1% | -2.3% |
| 3M | +7.7% | -33.2% | +40.9% | +9.8% |
| 6M | +4.5% | -21.5% | +26.0% | +5.3% |
| YTD | +15.6% | -25.5% | +41.1% | +16.7% |
| 1Y | +19.8% | -38.0% | +57.9% | +21.8% |
| 3Y | +70.1% | -65.5% | +135.6% | +74.2% |
| 5Y | +46.1% | -90.6% | +136.7% | +54.1% |
| All | +117.2% | -36.7% | +153.9% | +98.2% |
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