+302.0%
ORLY vs NIO
-51.7%
+353.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +0.8% |
| 7D | +2.6% | -14.5% | +17.0% | +2.8% |
| 30D | +6.3% | -15.0% | +21.3% | +6.6% |
| 3M | -0.4% | -35.6% | +35.1% | +0.3% |
| 6M | +2.8% | -55.7% | +58.4% | +4.2% |
| YTD | +1.1% | -43.1% | +44.2% | +1.9% |
| 1Y | -6.3% | -53.5% | +47.3% | -5.2% |
| 3Y | +38.9% | -59.8% | +98.7% | +39.5% |
| 5Y | +113.1% | -93.2% | +206.3% | +121.4% |
| All | +302.0% | -51.7% | +353.7% | +270.8% |
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