+91.4%
ORCL vs NIO
-90.7%
+182.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.6% | +3.2% |
| 7D | +5.3% | -13.0% | +18.3% | +6.4% |
| 30D | +10.0% | -18.3% | +28.2% | +11.7% |
| 3M | -32.6% | -33.2% | +0.6% | -30.5% |
| 6M | +4.9% | -21.5% | +26.4% | +6.6% |
| YTD | -17.8% | -25.5% | +7.7% | -16.2% |
| 1Y | -28.0% | -38.0% | +10.0% | -26.1% |
| 3Y | +36.0% | -65.5% | +101.5% | +42.4% |
| All | +91.4% | -90.7% | +182.1% | +117.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling