+190.2%
SHEL vs NIO
-90.3%
+280.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | +1.9% | -6.7% | +8.6% | +2.3% |
| 30D | +8.7% | -20.0% | +28.7% | +9.9% |
| 3M | +11.0% | -30.5% | +41.4% | +13.1% |
| 6M | +14.6% | -20.7% | +35.3% | +15.5% |
| YTD | +33.3% | -25.7% | +59.0% | +34.8% |
| 1Y | +37.9% | -38.6% | +76.4% | +40.5% |
| 3Y | +69.7% | -62.3% | +132.0% | +73.4% |
| 5Y | +190.2% | -90.1% | +280.2% | +209.6% |
| All | +190.2% | -90.3% | +280.5% | +209.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling