+190.6%
QCOM vs NIO
-43.2%
+233.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | +5.8% | +6.9% | -1.1% | +5.0% |
| 30D | -2.3% | -4.7% | +2.5% | -1.6% |
| 3M | +2.7% | -28.1% | +30.8% | +6.6% |
| 6M | -21.0% | -41.7% | +20.7% | -16.3% |
| YTD | +1.8% | -33.1% | +35.0% | +5.2% |
| 1Y | +2.4% | -50.3% | +52.7% | +9.6% |
| 3Y | +52.1% | -54.4% | +106.5% | +56.6% |
| 5Y | +14.6% | -91.6% | +106.3% | +33.7% |
| All | +190.6% | -43.2% | +233.8% | +174.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling