+66.9%
SHEL vs NIO
-56.9%
+123.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -1.4% |
| 7D | -6.7% | +2.8% | -9.5% | -6.8% |
| 30D | -2.9% | -8.4% | +5.5% | -2.5% |
| 3M | +9.1% | -32.0% | +41.0% | +11.1% |
| 6M | +17.9% | -43.9% | +61.8% | +21.2% |
| YTD | +36.0% | -35.7% | +71.7% | +38.4% |
| 1Y | +31.8% | -51.1% | +82.9% | +36.2% |
| 3Y | +66.9% | -54.7% | +121.6% | +70.4% |
| All | +66.9% | -56.9% | +123.8% | +70.4% |
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