-87.4%
OPEN vs NIO
-52.4%
-35.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.8% |
| 7D | -31.1% | -1.8% | -29.2% | -31.0% |
| 30D | -34.7% | -6.6% | -28.1% | -32.7% |
| 3M | -61.9% | -29.9% | -32.0% | -55.0% |
| 6M | -71.9% | -46.6% | -25.2% | -62.6% |
| YTD | -76.6% | -36.5% | -40.1% | -72.4% |
| 1Y | -83.9% | -51.1% | -32.8% | -78.4% |
| 3Y | -34.4% | -55.2% | +20.9% | -20.4% |
| 5Y | -93.9% | -92.3% | -1.6% | -85.5% |
| All | -87.4% | -52.4% | -35.0% | -72.3% |
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