+39.3%
QCOM vs NIO
-62.1%
+101.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.0% | -6.5% | -9.2% |
| 7D | -15.5% | -3.6% | -11.8% | -15.1% |
| 30D | -13.4% | -8.0% | -5.4% | -12.7% |
| 3M | 0.0% | -31.2% | +31.2% | +3.6% |
| 6M | -15.2% | -45.8% | +30.6% | -10.3% |
| YTD | -6.9% | -37.3% | +30.3% | -3.9% |
| 1Y | -11.0% | -56.1% | +45.1% | -3.9% |
| All | +39.3% | -62.1% | +101.4% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling