-62.4%
OUST vs NIO
-82.4%
+20.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.2% | +2.2% |
| 7D | +5.2% | -13.0% | +18.3% | +10.6% |
| 30D | -19.3% | -18.3% | -1.0% | -13.4% |
| 3M | -22.6% | -33.2% | +10.6% | -10.0% |
| 6M | +62.8% | -21.5% | +84.3% | +77.7% |
| YTD | +68.3% | -25.5% | +93.8% | +85.6% |
| 1Y | +28.5% | -38.0% | +66.6% | +48.8% |
| 3Y | +554.0% | -65.5% | +619.5% | +737.4% |
| 5Y | -56.2% | -90.6% | +34.4% | -25.3% |
| All | -62.4% | -82.4% | +20.0% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling