-3.0%
OXY vs NIO
-40.3%
+37.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +0.5% |
| 7D | +1.4% | -7.3% | +8.6% | +2.1% |
| 30D | +4.0% | -22.5% | +26.5% | +6.4% |
| 3M | +7.6% | -30.9% | +38.5% | +11.1% |
| 6M | +16.2% | -37.2% | +53.4% | +20.4% |
| YTD | +50.8% | -29.8% | +80.6% | +54.2% |
| 1Y | +34.7% | -37.4% | +72.1% | +38.6% |
| 3Y | -1.0% | -64.3% | +63.3% | +3.2% |
| 5Y | +163.2% | -90.6% | +253.8% | +197.2% |
| All | -3.0% | -40.3% | +37.3% | -11.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling