+56.8%
O vs NIO
-43.2%
+99.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | +3.3% | +6.9% | -3.6% | +3.0% |
| 30D | +10.3% | -4.7% | +15.1% | +10.5% |
| 3M | -3.5% | -28.1% | +24.6% | -2.2% |
| 6M | -1.3% | -41.7% | +40.4% | +0.8% |
| YTD | +10.3% | -33.1% | +43.5% | +11.7% |
| 1Y | +10.4% | -50.3% | +60.7% | +13.1% |
| 3Y | +40.0% | -54.4% | +94.3% | +41.2% |
| 5Y | +12.4% | -91.6% | +104.0% | +18.5% |
| All | +56.8% | -43.2% | +99.9% | +41.4% |
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