+186.8%
ORCL vs NIO
-51.7%
+238.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -1.1% |
| 7D | +8.0% | -14.5% | +22.4% | +8.8% |
| 30D | -4.0% | -15.0% | +11.0% | -3.2% |
| 3M | -19.5% | -35.6% | +16.1% | -17.7% |
| 6M | -33.5% | -55.7% | +22.2% | -30.9% |
| YTD | -34.8% | -43.1% | +8.3% | -33.2% |
| 1Y | -41.6% | -53.5% | +11.9% | -39.6% |
| 3Y | +13.8% | -59.8% | +73.6% | +15.8% |
| 5Y | +43.4% | -93.2% | +136.6% | +52.7% |
| All | +186.8% | -51.7% | +238.5% | +173.7% |
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