+283.0%
ON vs NIO
-49.2%
+332.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.9% | +6.0% | +1.3% |
| 7D | +17.0% | -4.7% | +21.7% | +18.0% |
| 30D | -3.9% | -14.3% | +10.5% | -0.9% |
| 3M | -11.5% | -32.8% | +21.3% | -4.6% |
| 6M | -29.2% | -49.8% | +20.7% | -19.5% |
| YTD | +36.2% | -40.2% | +76.4% | +48.0% |
| 1Y | +49.6% | -52.7% | +102.4% | +69.7% |
| 3Y | +9.4% | -57.9% | +67.3% | +19.0% |
| 5Y | +25.8% | -92.9% | +118.7% | +70.6% |
| All | +283.0% | -49.2% | +332.2% | +261.7% |
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