+262.0%
ORCL vs NIO
-36.7%
+298.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.6% | +3.2% |
| 7D | +5.3% | -13.0% | +18.3% | +6.0% |
| 30D | +10.0% | -18.3% | +28.2% | +11.0% |
| 3M | -32.6% | -33.2% | +0.6% | -31.3% |
| 6M | +4.9% | -21.5% | +26.4% | +6.0% |
| YTD | -17.8% | -25.5% | +7.7% | -16.8% |
| 1Y | -28.0% | -38.0% | +10.0% | -26.8% |
| 3Y | +36.0% | -65.5% | +101.5% | +39.1% |
| 5Y | +88.7% | -90.6% | +179.3% | +97.8% |
| All | +262.0% | -36.7% | +298.6% | +240.7% |
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 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