+9.3%
ORCL vs NIO
-62.1%
+71.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.0% | -3.9% | -6.8% |
| 7D | -17.5% | -3.6% | -13.9% | -17.3% |
| 30D | -20.2% | -8.0% | -12.1% | -19.7% |
| 3M | -19.9% | -31.2% | +11.2% | -18.6% |
| 6M | -37.4% | -45.8% | +8.3% | -35.9% |
| YTD | -40.1% | -37.3% | -2.9% | -38.8% |
| 1Y | -53.4% | -56.1% | +2.7% | -52.1% |
| All | +9.3% | -62.1% | +71.5% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling