+1,735.1%
PLTR vs NIO
-82.5%
+1,817.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.0% |
| 7D | -6.4% | -13.0% | +6.6% | -1.9% |
| 30D | +10.0% | -18.3% | +28.3% | +17.7% |
| 3M | +23.0% | -33.2% | +56.2% | +40.6% |
| 6M | +13.8% | -21.5% | +35.3% | +20.0% |
| YTD | -1.9% | -25.5% | +23.6% | +4.3% |
| 1Y | +11.6% | -38.0% | +49.7% | +24.4% |
| 3Y | +1,048.4% | -65.5% | +1,113.9% | +1,285.6% |
| 5Y | +554.4% | -90.6% | +645.0% | +1,075.4% |
| All | +1,735.1% | -82.5% | +1,817.6% | +3,188.9% |
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 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