-97.6%
QID vs NIO
-36.7%
-61.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.7% |
| 7D | -0.6% | -13.0% | +12.4% | -3.2% |
| 30D | 0.0% | -18.3% | +18.3% | -3.7% |
| 3M | +3.7% | -33.2% | +36.9% | -3.5% |
| 6M | -29.9% | -21.5% | -8.4% | -31.8% |
| YTD | -28.8% | -25.5% | -3.3% | -31.2% |
| 1Y | -37.2% | -38.0% | +0.8% | -40.7% |
| 3Y | -73.7% | -65.5% | -8.3% | -75.6% |
| 5Y | -80.7% | -90.6% | +9.8% | -82.8% |
| All | -97.6% | -36.7% | -61.0% | -96.9% |
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