-64.1%
OUST vs NIO
-84.3%
+20.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +5.9% | +8.1% | +11.8% |
| 7D | +17.0% | +5.6% | +11.4% | +15.1% |
| 30D | -16.5% | -4.2% | -12.3% | -14.6% |
| 3M | -23.7% | -26.3% | +2.6% | -14.5% |
| 6M | +18.4% | -42.5% | +60.9% | +46.5% |
| YTD | +60.8% | -33.5% | +94.3% | +85.7% |
| 1Y | +44.2% | -52.7% | +96.9% | +87.3% |
| 3Y | +668.1% | -57.5% | +725.6% | +819.0% |
| 5Y | -48.8% | -92.0% | +43.2% | -7.4% |
| All | -64.1% | -84.3% | +20.2% | -36.4% |
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