-20.0%
ONON vs NIO
-90.0%
+70.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -0.9% |
| 7D | -3.0% | -13.0% | +10.1% | +0.3% |
| 30D | -26.7% | -18.3% | -8.4% | -22.9% |
| 3M | -25.3% | -33.2% | +7.9% | -17.9% |
| 6M | -35.3% | -21.5% | -13.8% | -32.6% |
| YTD | -39.8% | -25.5% | -14.3% | -36.8% |
| 1Y | -39.2% | -38.0% | -1.2% | -34.2% |
| 3Y | -4.2% | -65.5% | +61.2% | +11.4% |
| All | -20.0% | -90.0% | +70.0% | +21.6% |
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