-81.0%
PYPL vs NIO
-90.7%
+9.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.5% | -2.7% |
| 7D | +2.7% | -13.0% | +15.7% | +5.5% |
| 30D | -4.9% | -18.3% | +13.4% | -1.2% |
| 3M | +28.9% | -33.2% | +62.1% | +39.2% |
| 6M | +18.2% | -21.5% | +39.7% | +21.8% |
| YTD | -5.0% | -25.5% | +20.5% | -1.5% |
| 1Y | -18.8% | -38.0% | +19.2% | -13.2% |
| 3Y | -12.6% | -65.5% | +52.9% | -1.0% |
| All | -81.0% | -90.7% | +9.6% | -72.3% |
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