+274.3%
ORLY vs NIO
-38.5%
+312.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.3% |
| 7D | -2.4% | -2.9% | +0.5% | -2.3% |
| 30D | -6.8% | -18.7% | +12.0% | -6.4% |
| 3M | -4.8% | -29.4% | +24.7% | -4.2% |
| 6M | -9.1% | -32.5% | +23.5% | -8.6% |
| YTD | -5.9% | -27.6% | +21.7% | -5.6% |
| 1Y | -20.4% | -39.2% | +18.8% | -20.0% |
| 3Y | +36.6% | -64.3% | +100.9% | +38.0% |
| 5Y | +117.3% | -90.3% | +207.6% | +124.0% |
| All | +274.3% | -38.5% | +312.8% | +243.8% |
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