+88.3%
RF vs NIO
-64.6%
+152.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | +1.3% | -13.0% | +14.4% | +2.1% |
| 30D | -3.6% | -18.3% | +14.7% | -2.5% |
| 3M | +8.1% | -33.2% | +41.3% | +10.5% |
| 6M | +11.5% | -21.5% | +33.0% | +12.3% |
| YTD | +15.6% | -25.5% | +41.1% | +16.7% |
| 1Y | +15.7% | -38.0% | +53.7% | +17.9% |
| All | +88.3% | -64.6% | +152.9% | +95.3% |
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 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