+186.0%
QCOM vs NIO
-36.7%
+222.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | +3.3% | -13.0% | +16.4% | +5.0% |
| 30D | +7.7% | -18.3% | +26.0% | +10.2% |
| 3M | -30.1% | -33.2% | +3.2% | -26.8% |
| 6M | +22.8% | -21.5% | +44.3% | +24.9% |
| YTD | +0.2% | -25.5% | +25.7% | +2.2% |
| 1Y | +7.9% | -38.0% | +45.9% | +12.1% |
| 3Y | +55.8% | -65.5% | +121.3% | +65.4% |
| 5Y | +30.1% | -90.6% | +120.7% | +49.5% |
| All | +186.0% | -36.7% | +222.6% | +166.8% |
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 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