+3,302.4%
NVDA vs NIO
-36.8%
+3,339.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | +3.8% | -6.7% | +10.5% | +4.9% |
| 30D | +0.8% | -20.0% | +20.8% | +4.3% |
| 3M | +8.2% | -30.5% | +38.6% | +14.3% |
| 6M | +27.1% | -20.7% | +47.8% | +30.7% |
| YTD | +21.2% | -25.7% | +46.9% | +25.7% |
| 1Y | +34.3% | -38.6% | +72.9% | +42.4% |
| 3Y | +396.3% | -62.3% | +458.5% | +430.8% |
| 5Y | +913.8% | -90.1% | +1,003.9% | +1,146.2% |
| All | +3,302.4% | -36.8% | +3,339.2% | +3,273.2% |
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 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