+2,407.7%
NVDA vs NIO
-49.2%
+2,456.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.9% | +1.5% | -3.4% |
| 7D | -8.5% | -4.7% | -3.8% | -7.8% |
| 30D | -27.3% | -14.3% | -12.9% | -25.4% |
| 3M | -25.8% | -32.8% | +7.1% | -21.0% |
| 6M | -24.6% | -49.8% | +25.3% | -16.2% |
| YTD | -10.7% | -40.2% | +29.5% | -4.1% |
| 1Y | -14.0% | -52.7% | +38.7% | -4.4% |
| 3Y | +244.9% | -57.9% | +302.7% | +263.1% |
| 5Y | +449.3% | -92.9% | +542.1% | +608.3% |
| All | +2,407.7% | -49.2% | +2,456.9% | +2,473.1% |
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