-68.5%
OUST vs NIO
-85.2%
+16.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -3.0% | -6.0% | -7.9% |
| 7D | -5.0% | -3.6% | -1.4% | -3.4% |
| 30D | -32.0% | -8.0% | -24.0% | -29.6% |
| 3M | -32.4% | -31.2% | -1.2% | -22.4% |
| 6M | +6.7% | -45.8% | +52.5% | +34.7% |
| YTD | +41.0% | -37.3% | +78.3% | +66.2% |
| 1Y | +18.0% | -56.1% | +74.1% | +57.3% |
| 3Y | +560.6% | -61.1% | +621.7% | +716.3% |
| 5Y | -55.1% | -92.4% | +37.3% | -17.2% |
| All | -68.5% | -85.2% | +16.7% | -43.1% |
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