-73.9%
PYPL vs NIO
-92.1%
+18.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.9% | -5.5% | -0.7% |
| 7D | +3.9% | +5.6% | -1.7% | +2.8% |
| 30D | +7.8% | -4.2% | +12.0% | +8.6% |
| 3M | -0.7% | -26.3% | +25.6% | +5.1% |
| 6M | +28.8% | -42.5% | +71.3% | +42.4% |
| YTD | +2.4% | -33.5% | +35.9% | +8.3% |
| 1Y | -9.6% | -52.7% | +43.1% | +2.6% |
| 3Y | +9.7% | -57.5% | +67.1% | +17.2% |
| All | -73.9% | -92.1% | +18.2% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling