-53.2%
S vs NIO
-92.5%
+39.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.8% |
| 7D | -7.7% | -13.0% | +5.3% | -4.2% |
| 30D | -5.3% | -18.3% | +12.9% | -0.3% |
| 3M | +20.3% | -33.2% | +53.5% | +33.3% |
| 6M | +47.4% | -21.5% | +68.9% | +53.6% |
| YTD | +32.5% | -25.5% | +58.0% | +39.1% |
| 1Y | +9.5% | -38.0% | +47.5% | +18.9% |
| 3Y | +15.5% | -65.5% | +81.0% | +35.6% |
| 5Y | -71.2% | -90.6% | +19.4% | -53.4% |
| All | -53.2% | -92.5% | +39.3% | -17.8% |
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