+4.3%
OTIS vs NIO
-92.1%
+96.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.9% | -6.6% | -1.1% |
| 7D | +4.2% | +5.6% | -1.4% | +3.8% |
| 30D | +20.1% | -4.2% | +24.3% | +20.4% |
| 3M | +7.6% | -26.3% | +33.9% | +9.9% |
| 6M | +4.2% | -42.5% | +46.7% | +8.1% |
| YTD | -8.1% | -33.5% | +25.4% | -6.2% |
| 1Y | -11.5% | -52.7% | +41.1% | -7.2% |
| 3Y | +3.8% | -57.5% | +61.3% | +6.2% |
| All | +4.3% | -92.1% | +96.4% | +11.0% |
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